Damage control time!
No medicine ever invented has been without potential side effects. Give Advl to a person under 18 and you risk the fact that they'll die from Reye's syndrome! Penicillin has saved millions of lives...yet people are allergic to it and have died taking it for mundane health issues.
As for finasteride, you have about a 2% chance of developing side effects from it. These could range from decreased semen volume, testicular pain, to a diminished libido and erectile dysfunction (the ED has a 1.3% chance). However, if you were to get these, you have about a 99% chance of them going away within 2 months of you stopping the drug. So, basically you have a 1-10,000 chance of getting long-term sides. You have a greater chance of getting in a car wreck on your way home from work today.
Having said all of that...finasteride IS a powerful drug. Personally I would suggest easing into it at a .5mg daily dose. Get a supply of 1mg pills and get a pill cutter to snap them in half. I had a lot of success at .5mg for 3 years, and only recently went to 1.25mg.
People have reported getting sides when starting out at 1.25, but they went away when they stepped down to .5mg. My younger brother started losing his hair FAST earlier this year, and that's the same advice that I gave him.
Also, if you do start finasteride, please don't sit there and try to find sides. Your mind is a POWERFUL tool, and it will find "something" even if nothing is there. Personally, I had some ball ache when I started on .5mg for a month or so, then it went away. Same thing happened back in May when I stepped up to 1.25mg...but now I can't remember the last time I had any.
