I agree, talk to your doctor about your symptoms--they may be something that taking pre-meds can help with.
I started Remicade recently and have only had the first two infusions but I can feel a difference already. To be honest, I didn't want to get started on Remicade and I somewhat argued with my GI about it (bad, I know) but he insisted I get on it because it works so well for Crohn's. I am sooo glad I did get started on it! In all honesty, I believe your doctor will keep you on it, even when you mention the side effects.
I myself got a headache after my last infusion which hung around for a day or two afterwards.
Please know that we are all here to vent to and we listen. You do not sound pitiful and Crohn's is tough to live with. Please keep us updated as to how you are doing!