Where do you live? It's hard to find good practitioners without getting referred by others who can vouch for them. I think that many different approaches are effective WHEN the pracitioner is competent.
That said, I have tried PT, ART, prolotherapy, and accupuncture. Had the worst experience with PT because the guy I went to was an a$$ and was not used to working with athletes. I'm sure there are good PTs out there, but I haven't had the pleasure.
Prolotherapy is most effective when the injury is in a tendon, and is either due to overuse or was an acute injury that never healed properly. The term that describes this condition is "tendinosis," which is very different from tendonitis. Google them and you will see. Inflammation is the body's way of healing an acute injury, and is a good thing. However, if that injury did not fully heal during that inflammation phase, or if the injury was due to overuse and was not acute, it may never heal. The way prolotherapy works is that the injection of dextrose essentially tricks your body into healing itself when it would not do so otherwise. I got injections in an overuse high hamstring injury that was just below the insertion. It happens that the area of my injury is also an area where bloodflow is poor. So it was not going to heal on its own. The prolotherapy did the trick and I experienced significant improvement after the first treatment. Eventually all pain was gone and full functioning was restored. That is my good story. I also tried prolotherapy for nerve-related pain and tightness in both hamstrings and did not find that it worked very well. So it depends on the nature of your injury, and the competetency of the practitioner. The guy I went to is a board certified MD who specializes exclusively in prolotherapy, and is also a leading researcher in the treatment. I don't know much about a piriformis injury, if that is really what you have, but I don't think it's a tendon so I would be hesitant to use prolotherapy. But if you're interested in looking into it, see
www.getprolo.com
The best thing I ever did for myself was find a very good practitioner of ART. The guy I see specializes in athletes, and is a provider for professional sports teams. He evaluated me as a whole, rather than focusing on my specific complaints. He figured out why my hamstrings have been vulnerable to injury (tight hip flexors and glutes were not firing), fixed the cause of the problem, and my hamstrings got better on their own. Not only that, but I regained a lot of speed I had lost due to developing a shuffling stride to compensate for the hamstring tightness and pain. Hands down, I recommend ART, but find someone who specializes in it exclusively, and who works with athletes. I have also seen another ART provider in the past who was not as effective, so it really does depend on the quality of the practitioner.
I recently have tried accupuncture, but for adrenal fatigue and low energy rather than athletic injury. The guy I see is very old, very experienced, and apparently he is famous in the accupuncture world (I googled him). I have no idea why it works, but it does. I have felt much better since going, have been running much better. I used to get headaches everyday, but not anymore. I still had some residual nerve sensitivity in one of my hamstrings and had him treat it since I was there anyway. In two treatments, the pain was gone. I was dumbfounded. I did some research -- accupuncture seems to be good with nerve-related pain, and that has been my experience.
The other part of my successful healing was getting orthotics. Both of my arches were collapsing, and one more than the other which caused a functional leg length discrepancy. I recommend getting your orthotics from somewhere that is athlete-oriented, not typically a podiatrist because they will give you a pair of hard plastic bricks that cost $500. I got mine from a sportsmedicine store for $180. They are light (for orthotics), minorly flexible, and easy to run in.
I have researched dry needling, which is primarily for pain management but is slightly different than accupuncture in philosophy. I would try it if I knew of someone reliable who did it. But from what I read there are people out there doing it without proper training, so I would be careful. It is much mroe popular in Europe than it is here.
I hope this info helps. I really feel for you and hope that you get things worked out. I agree with other posters who are against prednisone and cortisone. You do not need to pump yourself full of steroids. I am also against surgery because that is way too drastic and most surgeons will recommend surgery because that's what they do! Many things can go wrong with surgeries -- you can develop an infection or have an adverse reaction to the anaesthetic and die!
Go see someone who will evaluate you as a whole, and who can analyze your gait, and try to get to the cause of your problem. One thing I learned through all of my experiences with various treatments is that they are all useless if you do not correct the biomechanical/structural problem that caused it in the first place. You will just keep injuring yourself over and over.