@dkapustin I have had many cortisone shots, both knees, and both hips, from many different doctors. I did also have Synvisc shots for my knees and those did hurt a bit, briefly. For me though, they helped enough to definitely be worth it. They tend to do Synvisc when the cortisone no longer helps much.
If you do find yourself getting Synvisc at some point, I personally prefer the three weekly shots over the one shot. I know a few other people who have found that to help more also.
JK