A couple of us have PCa consultants who've said exercise is better than any drugs available. Mine pushes it very hard with his patients. Fortunately, I exercise a lot anyway.
On the subject of drug side effects, I once bailed out of using a prescribed ear and nose steroid, having read the possible side effects, which included "eye ball may burst".
For all my current drugs, I check the possible side effects and monitor for them. HT has a long list which I've posted here before. Things like Tamoxifen which is known to cause liver problems in some people, I checked for, and found I was one of those people, and changed to dosing according to symptoms (which actually showed I could drop it altogether for now).