I am sorry, honey, for all this. I would definately consult your DR before you get pregnant. Since steroids have tendency to stay in your body a while they were injected - I would find out when exactly you can go for it. Steroids is not something you want to play while pregnant.
I know my daugher was on Vytorin for high cholesterol, she needed to be off them for 4 month to try to get pregnant.
Your DR is right: DDD is a normal condition for people over 25 and comes with territory:)
This is not a reason for a surgery for sure, but if something more involved - than I am sure he can send you for more tests.
PT is a great thing for some people and never can hurt, makes our muscles stronger means it will support the spine better and you will need this more than most of us since you are planning to cary a baby.
Shots were very painful for me too: i did not sleep for about a week at least after each of them.
And you are right about sweats and chills (steroids can do it to you) and the pain... I had 9 of them (don't know why did I trust my ex-PM DR but i did) during 3 years. Not one of them worked, but I heard some people do get some relieve from pain immideately. And even though it's only temp, we all could use temp pain relieve...:)

Good luck to u!