I am very new to this as I have only been taking meds for 6 weeks, but I hope my aswer can help you move along. The way I felt about choosing was pretty much i-nimi-nima-nimo!

Please forgive the spelling and the joke if you feel sensitive right now. To sum it up, the choice was very hard to make, and there will never be any way of knowing if I made the right one.
For me, it was about choosing the least of the evils. I didn't want to suffer the side effects that come with the interferon family. My life is too active, too interesting and too much fun to give up 2 or 3 days of every week to side effects. But who knows, maybe I would have had none. The depression stuff frigntened me, I tought having MS was depressing enough.
I ended up choosing Copaxone. I will probably suffer lipoatrophy that will leave permanent marks on my body as I am a good candidate for that, being a woman and being thin. But I am hoping that I will not be taking it for too long as BG-12 may be out soon and be more effective.
I still think that doing nothing could have been a perfectly good choice. I just tought starting DMDs MIGHT slow down the disease and allow me to keep enjoying my active life as long as possible. Many people on this forum manage MS with diet, antibiotics or other regimens. If i had been more knoledgeable about those alternatives before starting meds, maybe I would have made a different decision and would not have felt I had to do 'something'.
One very hard aspect that people seem to seldom talk about, is the daily reminder of the disease that might cripple me one day. I suffer almost no symptom and was able to forget about the disease when I wasn't taking meds. Now, every morning before I start my day, I think about it.
I suggest you take your time. And remember, you can take it day by day. You can alway's change your mind if your choice ends up not suiting you.
All the best
Sophie