Side effects suck -- it's really that simple. Not everyone will experience them, but some will. And whether it's vomiting, diarrhea, wild dreams, nerve damage, higher cholesterol levels, lipodystrophy or depression, side effects can seriously impact your motivation to adhere to your medications.
The key is to be knowledgeable and know what to expect before you start treatment. Also, ask your health care provider how to manage minor side effects if they arise. If you do experience some side effects and they are intolerable, don't just quit your treatment altogether. Speak to your health care provider about other alternatives and the possibility of switching your regimen to something else.