Depomedrol is a long acting steriod (anti-inflammmatory) shot that is used for many different conditions. Depo shots once or twice a year is not nearly as likely to cause liver problems, or problems with diabetes, as giving steriods daily (such as prednisone or prednisolone.)
This link, from the Merck Veterinary Manual is very technical, but might give you an idea about the different drugs, and potential for side effects. http://www.merckvetmanual.com/mvm/in.../bc/191604.htm
Depp Provera (medroxyprogesterone acetate) is not licensed to use in cats. It a human drug used to prevent estrus (heat cycles) in felines. These drugs often cause the problems you mentioned, liver and diabetes issues. Here is a link hich discusses the use of Depo Provera to regulate estrus in cats. http://www.cfainc.org/articles/reproduction.pdf
There are really no good alternatives to steroid medications. The best answer is to use the lowest dose, for the shortest duration, to get the problem under control.