These depress the immune system and lead to osteoporosis.
Steroids can also cause adrenal fatigue, especially with long-term use. I have sworn off all steroids, having suffered the worst of their side effects. I take albuterol and antihistamines and, in the place of steroids, take natural anti-inflammatories which safe, cheap, and more effective than steroids. But, hey, the drug companies can't make any money on them.