EMDR was one of the hardest things I have ever done and that includes having children. However, it is the best thing i could have done. Yes, it was hard and physically and emotionally tiring but it helped give me back my life.
I was lucky as I had a brilliant therapist. He wouldn't even start EMDR until at least a month. He made sure I knew some grounding techniques and had established a 'safe place'. He would finish the sessions at least 15 minutes early so that we could do some grounding work and I then had to wait at least 30 minutes before leaving his office.
He told me what to expect after sessions (I usually went home for a nap) and I could phone him if I needed to. Also, when I had other 'stuff' happening he wouldn't do EMDR so as not to overload me.
Like all therapies, there isn't a one type suits all, but for me it most definitely worked.