Cortisone is rarely a good option, interrupting your body's natural inflammatory process is not the way to go, the inflammatory process is essential for the healing of the injury. Unless the inflammation threathens on permanently damaging nerves (which is very rare) or the pain become incredibly unbearable, avoid anti-i but especially cortisone shots if you can. The right way is not to get rid of the inflammation through the use of meds but treat the source of the problem that caused the injury, in many cases of shoulder injuries, weak rotator cuffs are the reason. Prolotherapy (sometimes done along with spot hGH injections), as well as chiro rehab work, supplementation, stretching and other rehab work is the right longterm solution. Cortisone may be the answer for the immediate pain, but trust me, in the majority of cases, the pain will come back sometime later as the injury and it's cause were never treated. Usually getting more painful each time, take a look at tennis players who religously take cortisone shots as they cannot afford to loose tournaments. See what happens to them later on.. hint: recent absence of a great tennis player from the championship. happens all the time and is more pronounced as years going by.
Take care,