Beezkneez-some early signs of pregnancy are breast tenderness (nipples are usually sore), constipation, some people have flu like feelings (I did in my first pregnancy), nausea(morning sickness can happen anytime of day), certain smells may bother you, headaches, and the feeling that you are going to get your period but it never comes (in your situation though it probly isn't the same since you don't get one). As far as the pains in your lower abdomen...I think that can start to happen early in the second trimester. It feels kind of like sore muscles and achy.
I think you should be brave and go get the test. But like Andrea said weight gain and pms symptoms occur with the shot.