I don't know about Methotrexate, as I had never tried it, but I can tell you about my experience with Cellcept and Imuran.
Cellcept rocks and have my lupus under a very very good control. Because the Cellcept works for me, I am off prednisone after 19 years. This is also a miracle for me.
As for Imuran, I cannot TOUCH that drug at all. I am one of those few people who cannot tolerate this drug. I think it's few days after I took it, I had severe sign effects which include losing all my hair, low WBC (dropped down to nearly zero), low paletet counts, excruiating mouth ulcer (like those who have chemo). I had to stay in the hosptial for 3 weeks.
DX SLE 1988; APS (Antiphospholipid Syndrome); High-Blood Pressure; Pred 2mg, Verapmil 40 mg bd (for migraine headaches), Cellcept 2000 mg;Omerprazole 40 mg; Warfarin; Calcium + Vitamin D 1200mg, Folic Acid 5 mg; Simvastin; Rampipril 1.25 mg