Hey, I went for the injection into my ear this past May. It isn't as bad as it sound.
Quick bg info. I guess I was born with a a mild hearing loss in both ears but wasn't told until I reached 4th grade and gradually over the years, my hearing had declined. But suddenly in May, my left hearing got progressive worse - I can still hear loud sound but can't make out what people are saying or what the noise is.
Anyway, so I went to an ENT doc in May and he suggested oral steriod, prednisone. But that wasn't working at all so he suggested steriod injection. I only went for it twice. It was painful for the first time because he had to puncture a hole in my ear so that the liquid steriod can go into the inner ear. The first hour or so was painful but after while it really doesn't hurt. Oh and the ringing in my ear got louder too for the first hour or so when he injected the steriod. But after that, it wasn't so bad. I mean I went for the treatment because I already have a hearing loss and I would like to try to save whatever I can since i'm only 23 yrs old! Ahh, sadly that treatment didn't work because my left hearing has not improved. My opinion, I think it's worth a shot to see if the treatment works. I know that the steriod supresses the immune system but I didn't find myself getting sick which is surprising because I get sick easily too.
Oh, doc also told me to try not to get water in my ear so that the hole can heal and I can reduce any risk of getting an infection but that wasn't too much of hassle for me. Not sure if it matters to you but you can't swim for a month or so.