Don't scare yourself with side-effects/risks too much; believe me, they're all safer than pred. The thing about side-effects is that pharmaceutical companies are legally obliged to list every single reported side-effect, even if only 1 person in a million suffered it. The vast majority of listed side-effects most people will never get. And common side-effects, such as nausea, often disappear after a few weeks. (If they don't, it's possible you might be on too high a dose or intolerant to the drug.)
It depends partly on disease severity, but I personally would recommend starting with the 5-ASA drugs - Asacol, Pentasa, Lialda, etc. They are all basically the same medication (mesalazine) delivered in different ways or to different parts of the intestines. They're the mildest class of drugs for IBD.
The next class up are the immunesuppressants, 6MP and Imuran. A significant minority (3-15%; the stats vary) are unable to metabolize these properly, suffer from lowered white blood cell count as a result, and have to come off them. That's why regular blood testing is done for the first three months. After that point, adverse reactions are unlikely. Both drugs are usually well-tolerated and many people stay on them for years.
The final class are the biologics, aka anti-TNFs (Tumor Necrosis Factor, a protein involved in causing inflammation). It consists mainly of Remicade, Humira and Cimzia. These are the strongest drugs for Crohn's, and the ones you're most likely to have severe reactions to. But they often have the best results, particularly in conjunction with 6MP or Imuran.
Broadly speaking, that's it. There's also antibiotics, probiotics and supplements. I do highly advise getting onto a maintenance drug, as leaving Crohn's alone to do its thing doesn't really work long-term. (As I found out.) And you really don't want to stay on even a low dose of pred long-term. Good luck!