Long term studies show that, for most people, beta interferons continue to be effective with continued use. However a sizeable minority of patients develop neutralising antibodies to the drugs which reduces their effaciacy. Five year studies of beta interferon use have turned up no serious side-effects. This has always struck me as strange. These can be very unpleasant but often subside after a few months and respond well to Ibprofen.
Depression is another potential side-effect.
Injection site reactions can also be a problem and it is advisable to rotate the injection site to mitigate against these. Numbing the skin at the injection site with ice, getting the drug up to room temperature before injecting and taking antihistamines before injecting all help. One of the difficulties many people have is the problem of having to inject themselves. Autoinjectors are available or you can get someone else to help you with this. Most people get over this barrier eventually.