My dad had the Neulasta with his first cancer, and Neupogen with his second. The only side effects I recall are tiredness and what he called "bone pain" in his legs. The Neulasta comes with a sticker shock when you see what they bill. Here, they billed over $8,000 per injection in 2010... times 4 injections= $32,000.
The downside of not having the injections I guess is the amount of time you would have to wait for the white cells to rise enough to where you can have chemo again. That's really something to ask your oncologist.