I've been on Avonex for over 2 years now. It's not too bad. You've already received good advice - hydrate, pre-medicate and post-medicate. Excercising the day of the shot seems to help me, so I'm not sure about that. I take my shot before bed and take two Advil PM's, makes me sleep wonderfully. Usually in the morning I have to take another two Advil(but not PM's this time), but sometimes I'm totally fine the next morning. I haven't figured out why it is worse sometimes than others. Good news is I've had good follow-up MRI's since starting Avonex. Good luck with your Avonex journey!