The best thing to do is to read up on the side effects and make your own decision. Speaking only for myself, there are several drugs I will not take because of their side-effects, Enbrel is one that I personally have questions about. There are several therapies available.
Many people find tri-cyclic antidepressants such as Elavil help.
Nevertheless, some people swear by them and have obtain good results. Lastly, there is anti-biotic therapy, which has worked for some. The point is that sometimes you have to try several things before you find the one that works for you. I know it is frustrating to try so many drugs and not have them work, but you still have many, many things that can be tried that do not have as serious side-effects as Enbrel. Unfortunately trying different things often means trying different Doctors, but Doctors give us advice on what they think is best, and being human, often have differences of opinions.