I've been on Nexavar for about 7 months and personally I don't think the side effects are all that bad, especially when compared to other types of chemo. I find them quite manageable.
Of course I guess it depends on your perspective. I hear about so many people in these forums who seem close to giving up in the battle against this disease. I seems like their main concern is how treatments affect their quality of life I suppose this may be the overiding consideration to some, depending on age, how bad their cancer is, etc. But I don't plan to give up, period.
Having said all that, it is expensive. I think the retail price is around $4000/month. But then most cancer treatments are pretty expensive.