Tried both finasteride and dutasteride. About 1,5 months on generic (Teva) finasteride 5mg : experienced a broad range of side effects affecting the quality of my life. Switched to dutasteride 5mg (Avodart) daily. First few weeks no side effects. By that time I read more and more about various side effects of dutasteride and ...started to feel some of those))) - bad sleep, mood, .. anxiety - rather subjective things. At times felt my body is hot while my temperature was normal. Shivering as well. Sweating. Finally I attributed all this to stress associated with the introduction of medical intervention to my life.
I convinced myself that it may be a kind of placebo effect, by month 3 these disappeared. Now I feel absolutely ok and avoid excessive reading of hollow stories related to finasteride and dutasteride use. The only objective side effect is that Avodart affected my beard.
BUT this is my case. You'd better consult some statistics to check the plausibility of your side effects (relative risks,CI and their significance (p-values) etc) and see a doctor of course.