As long as you had the first injection during the first 5 days of your period, the Depo shot will be effective immediately, the shot will then have to be administered every 12 weeks (I have mine every 11 weeks to make sure I don't accidentally go over the 12 week mark).
You are protected right after you are given the shot, there is no waiting period needed before having sex.
Actually, you have to wait 24 hours. That's when the shot is effective.
On the Panphlet i got given from the New Zealand family planning center it says that if you are giving the Depo Provera withen the first three days of your period then you have to wait 3 days. If you are given it just after then you have to wait a week. THIS IS ONLY FOR YOUR FIRST INJECTION NOT REPEAT ONES. If its a repeat injection then you do not have to wait.
from personal experience: i was on depo for nearly six years, the first time i had unprotected sex was about four hours after my first injection and i continued having unprotected sex the entire time i was on the shot and am proud to say never got pregnant....but the best thing you can do is to ask your doctor what he or she thinks
Answer
I'm not sure exactly how long to wait, but I recommend at a day.