I take Oxynorm and Oxycontin daily for Shingle pain that has not subsided after 7yrs. 40mg of Oxynorm Daily and 40mg Oxycontin daily, depending on pain levels. I found the worse side effect is constipation! However, if you read the leaflet inside the packet of pills it lists every concievable illness going as a side effect, so I suppose everyone is different.
Although these are the only pills I have taken for shingle pain that works, they are exceptionally addictive, especially if you exceed the dose prescribed. If the dose you take is not enough, go back to your doctor/GP and ask them for an opinion.