Ah yes, the "rule out the mimics" tests. I felt like a lab rat when that was done, especially with all the bloodwork they had to do.
I agree with you about the VEPs. Wasn't fun for me either, and made my tummy do flip flops.
Some MRI places have the ability to let you bring CDs or at least pipe through radio stations to cover some of the noise of the machine. They have to cover me with a blanket before they send me into the MRI, because it gets cold for me too.
I personally have never been on steroids, so can't help you with those questions.