Hey kgraoarke, I too have tried some steroid injections! Though for myself, there were no noticeable results, it can be very effective for some people. I think, because of the way the health service works, it can take a long time for the NHS to get your treatment done. This does make sense, though it can be tough, I'm sure we can agree, there are people with much bigger problems that need dealing with first!
It didn't work for me, it may work for you! Really, the feeling is very minimal, its comparable to someone giving you a hard flick with a finger to the head, but nothing more. What can happen, and what's happened to me, is that a tiny little divot is left in the scalp, but it really doesn't look unnatural.
I wish you all the best of luck :)