I've had them three times in my shoulder but I won't do it again. By the time the pain from the shot wore off I was only without pain for a very short period of time--about a week. Since you can only have three per year it just wasn't worth the hassle. Besides, cortizone damages what cartilage that's still there.
I've used Jones Formula 23 with success. It's only temporary but it works for me. It's expensive but it last a fairly long time. I think a 4 oz bottle is 70 or 80 dollars but that will last about 6 months. The relief is well worth it. If you use it three times a day for 4 or 5 days then you can start cutting back. After the next week sometimes it's only once every day or two or sometimes longer. I buy two bottles for myself and one for my brother's Christmas gift every year.