Prednisone side effects can really suck, but TALK TO YOUR DOCTOR about alternatives. Seriously, depending on the condition being treated, you could really harm yourself switching without your doctor's help.
Why don't you try taking omega3 fish oils? I was on a high dose of prednisone for an inflammatory condition. The standard procedure is two months at the high dose before tapering down. When I was taking the omega3 oil. I healed a lot faster and started taking less after only one month.
Prednisone is used to suppress the immune system. Best thing to do is revise your diet. Take honey and vitamin C which will boost your immune system. Ask your doctor to see if it's suitable for you.
It depends on what you are using the prednisone for. Most doctors who prescribe prednisone acknowledge the risks and side effects. You definately dont want to quit a steroid like prednisone "cold turkey". Taper off it slowly whenever you find your answer.