I may not be the best person to answer.  I've been taking Enbrel since March 2005.  My doctor had me try Remicade first, and I didn't want to, and was very scared.  But he said I was risking serious joint damage (according to lab tests, my RA was "very aggressive" and I had already had wrist damage).  I had an unpleasant, though not dangerous, reaction to Remicade and refused it after the second infusion.  I didn't go back to the doctor for several months while I thought about it (and also realized that the Remicade really worked - it took away ALL my pain and inflammation for the two months it was supposed to).  By the time I was ready to try something, I'd thought about it, researched it, and talked to people (like you are doing) and wanted to try Enbrel as the least of all the evils (I had high liver enzymes so he skipped right over all the usual first-line meds: methotrexate, plaquenil, etc.) 

   i've had a few ups and downs with Enbrel but mostly it has worked GREAT for me! I have had to take it less often than prescribed at times, or stop for a week or two for infection, or stop for a month for surgery, but I'm happy with it.

   Every one is different, and it may take some time to find the best option for you.  If the cost is a problem, you may be able to get some help from the pharmaceutical company (insurance has not been a problem for me). 

   Some painkillers may help the pain, but they won't stop the disease.  Some anti-inflammatory meds may help and if you can get away with not taking a biologic without getting worse, that may be your choice.  But if you're like me, you'll find a whole new life with the right meds!