Steroids for joint pain have been used for years. Many people needing hip replacement have had steroid shots. The continued long term use of steroid therapy can possibly cause damage to your body. Many doctors, however, suggest the continued use of steroid shots while others frown upon their use. It is up to you and your doctor to decide what is right for you. Reading and learning about the side effects of corticosteriods may help you decide if they are right for your pain.