Musculoskeletal conditions are often managed conservatively, and injection therapies can serve as a diagnostic and therapeutic adjunct in their management. Corticosteroids are commonly injected into joints and soft tissues for their anti-inflammatory properties in pain reduction. Although these injections are widely used, their potential long-term risks, including chondrotoxicity, require careful evaluation of their role in short-term pain relief. Based on current research, hyaluronic acid and prolotherapy may offer pain relief with a potentially lower risk profile compared with corticosteroids, but they are not typically covered by health insurance. Platelet-rich plasma has shown mixed but generally promising results for multiple indications, although its use is limited by out-of-pocket expense. Stem cell therapy remains largely experimental. Compared with landmark-guided techniques, ultrasound guidance offers clinicians increased injection accuracy, safety, and the ability to perform injections that previously required specialty referral.