There was a guy named Skip something or other who ran a site about pain and the inability to get it controlled properly because of doctors that would not prescribe narcotics. He was really against those shots for some reason. Perhaps someone who is familiar with it can elaborate.
I have plantar faciitis that acts up ocassionally and the cortisone shots were offered to me by my podiatrist but he did mention to me that afer awhile the cortisone can do more harm than good.
I chose the more conservative approach. Ice, stretching, wearing a boot, taping and Vioxx. Of course this will not provide relief in all cases.