What are the pros and cons of having a sling put in your bladder?

Depends. Slings are very useful for stopping urination with cough or sneeze, but can sometimes cause bladder irritability and urinary frequency. Sometimes the material used for the sling itself can cause problems. It is also possible to injure the bladder or the tubes between the bladder and the kidneys when the sling is placed.
Pro: stop leakage. Pros: 90+% satisfaction rates at 10+ years for the treatment of stress incontinence (leakage with cough/ sneeze/ lifting/ laughing/ exercise, etc). Minimally invasive, outpatient procedure. Low complication rates (less than 10%). Cons: (less than 10% of patients and easily fixed) possible difficulty urinating, abnormal urine stream, vaginal pain/ pain with sex, vaginal bleeding, sling failure.