Tysabri's response rate is ~61%. The odds of something horrible happening in the first 3 months during which you establish efficacy are next to none. The FDA requires a check up at 3 mo and 6 mo. For me it didn't work. It was unclear at the time because I continued on rectal steroids. At 6 months the anxiety of the potential ill effects combined with the concern that it was the steroids, NOT Tysabri, helping... I quit. Been better on the steroids alone (since I can take them daily, rectal budesonide).
If you really feel like you want to try Tysabri and the other treatments have not worked, it's worth a try. Once you figure out if it works you could determine whether it's worth the risk. If you don't feel like you can emotionally handle the risk, that's ok too. It's a very personal decision.