I have had a cortisone shot befor for another reason. It takes 36 - 48 for the full effect. You will feel like superman for 3 - 4 weeks then crash. At least that was my experience. Long-term use isnt good as it in of itself can cause jount issues.

I have done the tennis ball as well. The one problem with that is if you over do it you can really irritate it even more, so be careful with it. I have found the yoga pose "King Pidgeon" does wonders as well as doing the same stretch with your leg up on a table/desk. I do it through out the day (2x on each side 3-4x a day) When I was working my co-workers all thought it was funny. Was actually recommended to me by my pt a couple of years ago when I was having problems before my first IMC.

I suffered from Piriformis 5 years ago about 2 months before my marathon. I did acupuncture with electrical stimulation...something like that..... and it cured it within a few sessions, and I was at the point where I could barely walk. However the problem reoccured this past fall. I've been doing the tennis ball, stretching, icing. Although it's gotten better, still not 100%. I live in LA and I wish I had the acupuncturist I went to in NYC!

I did notice when I started rolling on my IT band with the foam roller, it helped relieve some of the pain in my piriformis, however I could just have multiple issues!

Vistring, the position for the tennis ball massage is just to lie on your back and put the ball under your butt where it hurts--then let your weight rest on the ball. Ouch! Try to relax. Eventually the muscle can't stay tight anymore, it relaxes and then the pain lessens. When that happens, move the ball over an inch to another painful spot. Keep it up for maybe 15 minutes, moving it around to new painful areas. I also sometimes bend my knee on the affected side because that seems to allow the pressure to reach spots it can't when my legs are flat.

And Brittda is right, don't do it too much because it might aggravate the problem. Moderation is good. You can always start out with less time and then move up gradually.

I had been through a lot of people for this area of my body, as I working in french with my doc's my attention span is not too good, but for the old rope here's what I did, my hip locked when running. I walked it out and ran again it locked up again. So I went to the doc who gave me massive pain killers, anti inflamotories and sent me to the podologue, who examined me all over and gave in inserts into my shoes. Two days later I had groin strain and tendonitis. Was sent by doc to sport practioner in private hosptial who did one of those echo machines, and x rays. He couldn't believe the state I was in. I had been pretty okay before this. I had a small hernia on number 4 ( I think it was number 4) swollen muscle that ran from front to back (piriformis?) groin strain, tendonitis in the ankles.
So I got into a round of blaineotherapy and physiotherapy and strectching. When I got out the car every day, I couldn't walk it took a few minutes to actually get going. When I sat it was hard to get up. I got a hot pack, my massuesse used to come to the house for supplimentary visits...I was taking 16 pills a day none of it did any good.
Eventually I was sent to a practioner of meziers. My feet were tied up at 90 degree angle to my boy, I was twisted into different positions, and rubbed and smacked ( I am completely serious), I had quite a few sessions of this and the lady sent me to a chiropractor who took one look at me, he put his finger where I had most pain without me saying anything. 2 visits more to him and 2 more meziers I was finally able to walk .......now that I am back running after a year, I have learned to keep stretching, drink plenty of fluids, do core work, do weight work and when it twinges, stop. I get two twinges, one like sciatica the other a sort of blocking in the lower spine, it's get up walk around and stretch.... So back to your point, the doc said he could operate, he could also give me the injection, but as I wasn't a professional athlete, he thought it would better if I took my time and healed slowly......I lost a full year .....I will let you know if it was worth it when I am 90.