cortisone shot?

I have always had problems with my throwing shoulder and always just worked through it. The pain is on the inner part of my shoulder. It hurts when I have my arm straight out, elbow bent, fingers pointed up. when i rotate my arm back at the elbow i feel the pain in my shoulder. It doesnt hurt as much when I am throwing.
I have been checked by an orthopedic doctor, he said there is no tear. He did not take an MRI, he just applied pressure in some areas and asked me if it hurt.
I am going to a different one tomorrow and hopefully have him give me a cortisone shot if he doesnt find any tears. I have read up a lot about having a shot and would like to give it a try.
I am 23 and playing in an 18+ league(rhp, 3b). I feel that i will not have a serious career in baseball, so i might as well play through the pain and see how the shot works.
Has anyone had one? Or is there any general advice on this?

I had elbow tendonitis and recieved a cortisone shot…im perfectly fine now after giving it the proper rest…i had an mri and nothing showed up…my ulna nerve was stressed and inflamed…the shot,when i went back for my check up, relieved the stress and inflammation…everything is good now and i’m pitching with good numbers in college D2…and as far as not having a college career for u, just keep in mind that u dont want to do anything to jeopardize ur shoulder and have pain the rest of ur life…so listen to the doctors they know wat they are tlking about!!!

They now have me doing physical therapy to repair the problem and strengthen it instead of giving me a temporary fix. They wanted me to take a couple weeks off from throwing(which isnt really an option for me since my first games are sat.) I told them that i would do the physical therapy 2x a week for 4 weeks but still continue to throw(just warm-up and play infield). I will not get on the mound until they feel that i am completely better.

They said I am REALLY tight and have far less forward mobility than i should have… I already knew this, but hopefully the stretching and working it back to better shape will get me throwing without any pain.

The diagnosis was an impingement. The therapist said that I tried to do too much too fast. (I have only started playing again last fall and this summer since being off for 4-5 years). I was told that I am not using the tendons in the back of the shoulder as much as I should, and this is causing more strain on the front inside of my shoulder.

Not really sure why I posted all of this; I am sure no one cares. I guess just in case anyone checked the post for answers… I did not get the shot.