For me, back when Remicade put me into remission, I noticed effects after the second infusion. Real differences after the third. Remember that even if the meds help, it takes time to heal up the damage and feel better.
Also, each TNF that's helped me, I didn't notice a thing until the 4th day after. Then I could start to feel it kick in. That's after it had built up.
Good luck and hang in there! I'll keep good thoughts for it kicking in soon!
--40 year old female, dx as UC in '04 (1st symptoms in '03), switched to Crohn's in '05, 1 fistula, crohn's colitis, limited to large intestine --rejected (reaction/didn't work): Asacol, AZA, 6-MP, MTX, Remicade, Humira, prednisone, Tysabri
--Prochymal in Phase III study (can't wait til it's approved!)
--currently taking methylprednisolone 40mg-taper. Started Cimzia first dose 2/10/09. Dx Osteoporosis 10/08 started Forteo 1/27/09
--single mom to 11-yr-old girl