I'm sorry to hear you're going through a hard time and trying to find new medicine. I think asking for what medications people prefer might discourage because there are so many of us who have had different experiences with medicine. The two "heavy hitters" are Remicade and Humira and some would argue those are the most effective, but you will also get people who have not had any luck with those..like myself.
Remicade was the first serious medicine I took for crohns and it worked at first but then lost it's effectiveness over time so I had to switch to Humira and never really had success with that. For me personally I think I got the most success out of Methotrexate injections but like I said earlier, everybody is different and some people will tell you Methotrexate doesn't work either. To go on medicine such as Remicade, it requires more than just taking medicine because it involves time off work/school/anything else to sit in a registered health location for 5 hours (I believe it is) while you have an IV in so they can monitor you. I think that's a major flaw of Remicade is that it takes so long to do. It would be much better if you could do it through injection or if we will ever get to that point.
Methotrexate never gave me serious side effects. At first I felt like I had a mild cold because I was tired, had headaches, etc but my body was probably just getting used to the medicine. After that I would get the occasional headache but it was nothing some Tylenol wouldn't fix. I did have a few night sweats though once and awhile which is seen to be an effect of Methotrexate but while that isn't convenient, I think there's a lot worse that could happen.
Is your doctor suggesting any other medicine?