Tylenol is unfortunately the only over the counter pain med that's safe* for IBD'ers to take. (When I say safe, I mean take it only as needed and don't exceed the maximum recommended dose - it's metabolized in the liver, and taking too much can mess up your liver.) Ibuprofen, aspirin, any NSAIDs are all not recommended because they can do bad things to even a healthy digestive tract, and they can make those of us with already wonky digestive systems even worse. So, unfortunately yes, Tylenol is really the only OTC pain med we can take for joint pain. Other things can help a bit, things like heating pads and sports creams, but those don't do a whole lot either. I found that physical therapy helped my painful joints the most. I continue to exercise and that seems to keep my joints happy for the most part. For me, I need to do low-impact exercise, as anything high-impact will make my joints feel worse. But if I do something low-impact like ride my bike, my joints feel pretty good.
As for the steroid injections - I have inflammatory arthritis in my hips, and I got 2 steroid injections into my right hip a couple years ago. I didn't have a good experience but maybe that's just me. I had a lot of side effects at first - I had an increase in hip pain, my GERD flared up quite badly, I had a lot of fatigue, I just generally felt worse rather than better after having the injections. After maybe a month or so of those side effects, I finally started feeling better. The side effects went away and my hip pain decreased. But after about 4 or 5 months, the hip pain gradually started to come back. I got my injections in July 2013 I think, and by that winter the hip pain was back (it's usually worse for me in winter anyway). So, for me I would say it wasn't worth it. Having a few months of relief wasn't really worth a month of fairly miserable side effects. If it had provided me with more lasting relief then it probably would have been more worth it. Like I said, that's just my experience - others may have had much better experiences than I did.