My daughter has also been on Combo therapy. We've tried MANY different combos: Remicade and MTX, Humira and MTX, Remicade and Imuran, Humira and Sulfasalazine, Simponi and Imuran, Simponi and Arava and so on!
M did have a lot of trouble with MTX but most kids tolerate it just fine. She got very nauseous and dizzy with it. She was given Zofran, which helped and Folic acid every day.
She was also given a rescue drug - Leucovorin. It's folinic acid and actually reverse the effect of the MTX, to some degree. It is usually used in cancer patients who take much higher doses of MTX, but M had such bad side effects that we tried it. It seems like rheumatologists prescribe it more than GI's though. Again, I want to emphasize that M is an extreme case - she was in bed for two days every week after MTX - BUT most kids really have no troulbe with it. My older daughter is on it too and she some mild nausea and fatigue but is basically we fine.
We found shots worked better for my girls vs. the pills. They had less nausea with the shots.
With Imuran, M had mild nausea that went away after a week or so. No other real side effects.
NO side effects with biologics. Both my girls actually liked the Remicade infusions because they got the chance to miss school, relax and watch TV. They were both a little tired the day after Remicade, but not all kids are. No increase in infections or anything like that.
Good luck! Let us know what you decide!