You should allow at least 6 weeks at each dosage to see if the medication works. Are you taking the meds in the morning, or at night? Try changing the time you take the meds to see if your sleep gets better. As for side-effects, I'm not sure but I think the initial ones usually taper off after a couple of weeks, approximately. Sweating, however, is a pretty common side-effect of SSRI's (and different SSRI's affect everyone differently - so it's trial and error).
Celexa is an SSRI and other meds in this group include Prozac, Zoloft, Paxil, Luvox and Effexor. Effexor is the only one that affects not only Seratonin, but another neurotransmitter as well (and I can't remember which one that is right now - Dopamine maybe?). Of all the SSRI's, Paxil and Effexor both have the shortest half-lives and, because of this, many people suffer from a withdrawal syndrome when discontinuing them (up to 40%).
I hope this helps a bit.