I only started taking Copaxone in October, and still believe I made the right decision. I too leaned toward it more so because I didn't want to struggle with the "flu like" symptoms that the interferons apparently cause.
I have only had one really bad reaction from the Copaxone, and it scared me a little bit, but I knew to expect it at some point, so I was prepared for the worst.
Like Wonderfulworld said, everyone is different and therefore react differently to each drug, but so far I have been relapse free besides some residual vertigo from my last relapse in September, and am unsure whether to contribute it to the Copaxone or placebo (as the Copaxone is not supposed to take effect for 6 to 9 months) Regardless, I am satisfied with the choice to take Copaxone.
Good luck in choosing what's right for you
"You gain strength, courage, and confidence by every experience in which you really stop to look fear in the face. You must do the thing which you think you cannot do." ~ Eleanor Roosevelt