Excerpts from the Wall Street Journal -

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Many longtime Vioxx takers say they would have preferred to be
informed of the risks involved and then decide for themselves whether
to keep taking the drug. Now, they complain that they are left with
few options. Some are angered and frustrated by the limited range of
alternative treatments, which for them have been unsuccessful or
inferior to Vioxx, and can carry significant risks of their own.  

"If you live with intractable pain every day of your life, would you
take a small chance that you would have a heart attack? A lot of my
patients would," says Hayes Wilson, a rheumatologist in Atlanta.  

The struggles of these Vioxx patients to come up with a viable
alternative reflects one of the biggest issues facing drug regulators
and patients right now: how to weigh the risks of side effects from a
particular medicine against its benefits. One particularly troubling
issue for patients is that many alternative drugs lack extensive
studies examining their own risks.

http://online.wsj.com/article/0,,SB110357080382404972,00.html