Can Cortisone Injection Be Taken For Pain Relief?

I am unable to take strong anti-inflammatory drugs and have been taking an over the counter anti-inflammatory product, Aleve in conjuction with the ocasional tylenol and resting. I am normally very active athlete and have not done any exercise and rested since August 5th 2010 - I need to move forward because rest, a quiet lifestyle isn't working. Would you suggest a cortisone shot? acupuncture? what else....