Steroids will only deal with inflammation. There are many other routes to try before steroids. How long it takes for them to take effect is different for everyone, and it depends on the dosage and how long the course of treatment is. When you ask how long it takes for side effects to happen, do you mean to ask how long it takes before you notice an improvement, or are you really asking how long you'll be able to go before all the nasty stuff about the steroids kicks in. (high blood sugar, moon face, bloated belly, etc.)
I just finished a month's worth of prednisone and had only minimal side effects. I didn't get too puffy in my face, just my belly. My blood sugar went crazy though, but has been more stable as I've weaned off the steroid.
Good luck!