I, for one, am on Plaquenil and cannot take steroids because of my type 1 diabetes. I have an allergy to NSAIDs. Steroids raise your blood sugars horribly if you have diabetes.
They had to start me off slowly on the Plaq because my stomach is paralyzed and, with the flare, I was throwing up pretty much everything or it would sit on my stomach for days and days. I have to rely on gravity to move food (and pills!) through my stomach.
I have had VERY few problems with this drug and they upped to the full dose today so now I can look forward to feeling better.
Some people probably react better to drug A than to drug B. Some may need a combination of drugs. It's a very individual thing.