I tried ozone injections for about two months. It is relatively safe, and I didn't have any side effects from it. That said, even though some people swear by it, it didn't do anything for me. Granted, they say it takes between a year and 18 months to get any results from it.
It was just a bit too expensive for me, since my insurance didn't cover it and had to pay off pocket.
Also, it's important that you choose a doctor that knows what he's doing with ozone. I went to a well renowned especialist, but he didn't seem very sanitary, which gave me the heebie-jeebies. I may try it again, but I would look for a different specialist, to be safe.