First of all, I'm not sure that any of our allies in that particular theatre are in fact using depleted uranium, but I'd have to leave that aside for the operators to confirm, should that be an issue.
Other than the devastating impact of a depleted uranium penetrator, in terms of its physical effectiveness as a weapon, I personally have no particular concerns with the use of depleted uranium. What's depleted out of the depleted uranium is radioactivity. It's less radioactive than natural uranium, and all of the studies done to date--and there have been extensive reviews of soil contamination in Iraq, of soil contamination in the Balkans--have not concluded that it represents a significant health hazard going forward.