Oh Dex...not a fan of that drug. Dexamethasone, or Dex as it's known in the doping community is a powerful synthetic glucocorticoid steroid that has powerful anti-inflammatory effects and is an immunosuppressant.

Dex is about 27x stronger than the naturally occurring Cortisol and roughly 7x stronger than Prednisone. It is sometimes administered in conjunction with some chemotherapies to counter side effects of drugs used to treat brain tumors and also as a direct chemotheraputic drug hematological malignancies or in combination with other drugs. In the doping communities Dex is used for athletic performance enhancers as it's a powerful anti-inflammatory.

I'm not a fan of this drug really mostly due to it's really harsh side effects which include:
Stomach upset, increased sensitivity to stomach acid to the point of ulceration of esophagus, stomach, and duodenum

Increased appetite leading to significant weight gain

A latent diabetes mellitus often becomes manifest, glucose intolerance is worsened in patients with pre-existing diabetes

Immunsuppressant action, particularly if given with other immunosuppressants, such as cyclosporine, may allow bacterial, viral, and fungal disease to progress more easily and can become life-threatening; fever as a warning symptom is often suppressed.

Psychiatric disturbances, including personality changes, irritability, euphoria, or mania

Osteoporosis under long term treatment, pathologic fractures (e.g., hip)

Muscle atrophy, negative protein balance (catabolism)

Elevated liver enzymes, fatty liver degeneration (usually reversible)

Cushingoid (syndrome resembling hyperactive adrenal cortex with increase in adiposity, hypertension, bone demineralization, etc.)

Depression of the adrenal gland is usually seen, if more than 1.5 mg daily are given for more than three weeks to a month.

Hypertension, fluid and sodium retention, edema, worsening of heart insufficiency (due to mineral corticoid activity)

Dependence with withdrawal syndrome is frequently seen.

Increased intraocular pressure, certain types of glaucoma, cataract (serious clouding of eye lenses)

Dermatologic: Acne, allergic dermatitis, dry scaly skin, ecchymoses and petechiae, erythema, impaired wound-healing, increased sweating, rash, striae, suppression of reactions to skin tests, thin fragile skin, thinning scalp hair, urticaria.

Allergic reactions (though infrequently): Anaphylactoid reaction, anaphylaxis, angioedema.

For some the "weight gaining" properties of this drug is thought to be a benefit to cancer patients however the weight gain is not lean muscle tissue, as another side effect of the drug is muscle atrophy due to it's catabolic influence, but rather adipose tissue (fat) and water retention. This type of weight does little to help a cancer patient as there is a direct relationship between survival rates and lean muscle mass percentage.

Anyway there is the "long" version of the drug, some notable interactions:

NSAIDs and alcohol: increased risk of gastrointestinal ulceration

Mineralocorticoids: increased risk of hypertension, edema and heart problems

Oral antidiabetic drugs and insulin: antidiabetic therapy may have to be adjusted.