I'm a collegiate runner who has been battling hip and lower back problems for 4 years now, the original problems started following a high femoral stress fracture and the subsequent lack of allowing adequate healing time for it. Following a flare up of back and piriformis pain last fall I received a Cortisone injection to clear up the pain allowing me to run and finish out my season. I was well aware that the injection would not cure the problem, just cover it up, but it absolutely worked for that tasked and after a day or two off following the injection I finished out the season pretty well. The doctor managed "hit" the spot exactly, which I guess is key to the injections success, I'd find a doctor who does lots of injections.
I took time off after the season to heal and haven't had problems in the last year. So if you are in need of pain relief only, for a "short" (up to several weeks)period of time I would recommend the shot, but also make sure you address the actual cause of the pain as soon as you can or once the injection wears off the pain will return, possibly with a vengeance. Good Luck.
Oh, and Cortisone injections, while not painful are no where enjoyable.
Doctor: "Alright, this is going to feel like a goal ball going into the low of your back."
Doctor: "You may want to hold onto the table pretty firmly."
::Enter Golf Ball::