THe advantage of cortisone injections can be administered easily. Other advantages include the rapid onset of the medication's action, dependability, and minimal side effects. Another distinct benefit of a corticosteroid injection is that the relief of localized inflammation in a particular body area is more rapid and powerful than with traditional anti-inflammatory medications given by mouth such as aspirin. A single injection also can avoid certain side effects, notably irritation of the stomach, that accompany many oral anti-inflammatory medications.
Overall i would say if you are taking daily or EOD NSAIDS the cortisone injection is less harmful to the body.
Short term side effects are uncommon, but include shrinkage (atrophy) and lightening of the color (depigmentation) of the skin at the injection site, introduction of bacterial infection into the body, local bleeding from broken blood vessels in the skin or muscle, soreness at the injection site, and aggravation of inflammation in the area injected because of reactions to the corticosteroid medication (postinjection flare).
What keeps me away from them: Tendons can be weakened by corticosteroid injections in or near tendons. Tendon ruptures as a result have been reported especially in large joints (knees, shoulders)
Not so common: cortisone injections can elevate the blood sugar. In patients with underlying infections, cortisone injections can suppress somewhat the body's ability to fight the infection and possibly worsen the infection or may mask the infection by suppressing the symptoms and signs of inflammation.
Long-term side effects of corticosteroid injections depend on the dose and frequency of the injections. With higher doses and frequent administration, potential side effects include thinning of the skin, easy bruising, weight gain, puffiness of the face, elevation of blood pressure, and a rare but serious damage to the bones of the large joints (avascular necrosis).