Hi, Kathy. I'm a fellow relapsing-remitting MS'er. I was dx last summer. I started with Copaxone in mid-October of last year. I freaked at the thought of daily injections, but honestly...it's not that bad and I'm used to it now. I have a wonderful husband who gives me the injections each evening, and for that I am grateful! One of these days I'll learn to give them to myself. ;-)
Anyway, as for side effects...none so far! A little bit of redness at the injection site and occasional lumps, but nothing too bad. There is always a slight chance (around 10%) that there might be a post-injection reaction which can be scary (so I hear), but the reaction usually doesn't last long. Maybe 15 minutes or a little longer. The thing to remember is to stay calm and know it will go away soon. Many people never even get these reactions, I haven't so far. I chose Copaxone because compared to the other MS treatments, this sounded like the right one for me. I like how it has basically no side effects (compared to the others), that was a huge plus for me right there.
It's a personal decision and after you hear all of the pros and cons of each treatment, I'm sure you'll make the right decision for you. Best of luck to you! God bless and take care.