I have been on Finasteride for three years. During the first two weeks on the medication, I began to feel a pretty intense pain in my testicles. It stung to pee. I was about to quit the drug. I decided to give it a little longer before I gave it up. The sides subsided after the 3rd week and I haven't experienced any since.
I'm sure some really do experience the sides, like Ceasar08. But I am also positive that many have placebode themselves by obsessing over the small probability of sides.