Are there any side effects from epidural steriod injections and facet joint steriod injections?

My doctors are recommeding that I get both of these. An epidural steriod injection for me herniated disk T11-T12. Facet joint steriod injections in my lower lumbar L4-L5. These injuires are from a car accident. I fear that there may be some serious side effects other then it not working. Please share your story good or bad.