For me, Avonex wasn't a choice because it was an IM shot. Yep - I'm a needle wimp.

Once a week isn't a bad deal, but couldn't get over the size of the needle. Avonex is basically the same med as rebif at a much lower dose, so it might be a way to see if you could tolerate it.
I'm on Copax. It's sub-Q like rebif, but it's an every day shot. Took me awhile, but now it's on the routine list like brushing teeth. It's also not an interferon like the other DMD's. Some docs prefer to leave it in reserve as the secondary med to try before Tysabri.
Whichever you decide to do, I wish you luck. I'm so sorry to hear the ins. co. is being this way.