All Interferons have the same side effects: Flu like symtoms. That would cover Avonex, Betaseron and Rebif...Copaxone, which is a synthetic drug has significanly less side effects, but more injection spot issues. I hear people all the time complaining of injection spot reactions from Copaxone. There are good points and bad points to all of them.
Betaseron isnt prescribed as often as it used to be...Copaxone is your only alternative (in a shot) if you cant tolerate Interferons, but it usually takes 3 months to determine if you can or not (and more people CAN then CANT). Rebif and Avonex are the exact same drug, the differnce being one time a week vs. 3 times a week....for some people, when they only take it once a week, they say by day 5, they feel like their body is "craving" its shot, and by 7 they know they need it...thats why Rebif came out. 3 times a week maintains a more even blood level of medicine...but then again, Avonex has been very successful for many people, so not everyone experinces this "withdraw" as the week goes on.
You also have to guage whether you want to do a sub muscular injection, or a subcutaneous one. If you are going to be doing this alone- sub cutaneous is so much easier to do....some of the drugs come pre-mixed (rebif and avonex) so you dont have to do anything but take the syringe cap off and aim and press- others, like Betaseron have to be mixed each shot....some have an auto-injector, which is an easy way to give yourself a shot without seeing the needle, and for hard to reach places, like your lower back...others, you have to use the sryinge.
This is all stuf that you should make a pros and cons list on...and search on this board for posts on each drug...there are literally thousands! I'm very happy with Rebif- however I know people who are equally as happy on Copaxone!
Its an indivudual choice....and, so that I dont get my hand slapped, the newer Infusion drug- Tysabri (which isnt that new, but was brought back to market about a year ago) is also an option for MS Therapy...not as many docs are as quick to suggest it right away; however it has been an option to many, and there are many GREAT responses to it on this board as well. Tysabri had gotten a bad rap 3 years ago, however it is showing remarkable results at this time based on the past year of re-starting it....there are many more risks involved with this drug, and thus it is given in a certified Touch Lab, usually thru Univeristy or larger hospitals, and it has to be monitored closely; but still- the benefits are outweighing the risks for many people.
Good luck and keep us posted. Read this board- there are LOTS of opinions on all the drugs here!