I disagree that side effects are horrendous. I'm very sorry if it was for you, fullofbeans, but I've been on chemo for almost two years, three different ones, plus herceptin, and I have not had any terrible side effects.
I followed some simple rules: drank a TON of water before, during and the day after chemo - I ate high fiber and took my meds religiously whether I thought I needed them or not. I never had any nausea or vomiting or even constipation. I did lose my hair with my first round but that was to be expected. With the Navelbine that I've been on, the only side effects are to my blood, which all chemos do.
So, don't be afraid, it certainly isn't true that everybody gets side effects and in fact, with the pre-meds they have these days, most people don't. If you are having negative side effects - if you did last time - dry drinking a LOT of water to help flush your system. Being hydrated before, during and after can really help. Also, if they give you meds, take them on time even if they say "as needed." I took my antinausea meds even though I never was nauseated, just in case.
As for the cold caps, it's my understanding that you have to use them from first use. If you have already had one session than I'm not sure they'll work. Won't hurt to try if you can stand them though.
You might ask for ativan if you are really nervous, or talk to your chemo nurses about whatever side effects you are having. They often have things to help.
Giving up chemo is a personal choice. The only person I know who did is no longer with us. Her2 is nasty, nasty stuff and chemo doesn't last too long in the grand scheme of things.
For most people, anyway.

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http://butdoctorihatepink.com
08/17/09 Dx'd.
Multifocal/multicentric IDC, largest 3.4 cm, associated ADH, LCIS, DCIS
HER2+ ER+/PR- Grade 3, Node Negative
10/20/2009: Right mastectomy, reconstruction with TE
12/02/2009: Six rounds TCH, switched to Taxol halfway through due to neuropathy
03/31/2010: Finished chemo
05/01/2010: Began tamoxifen, the worst drug ever
11/18/2010: Reconstruction completed
12/02/2010: Finished herceptin
05/21/2011: Liver Mets. Quit Tamoxifen
06/22/2011: Navelbine/Zometa/Herceptin
10/03/2011: Liver Resection, left lobe. Microwave ablation, right lobe - going for cure!
11/26/2011: C-Diff Superbug Infection, "worst case doctor had seen in 20 years"
03/28/2012: Progression in ablated section of the liver - no more cure. Started Abraxane, continue herceptin/zometa
10/10/2012: Progression continues, started Halaven, along with herceptin and zometa.
01/15/2013: Progression continues, started Gemzar and Perjeta, an unusual combo, continuing with herceptin and zometa
03/13/2013: Quit Gemzar, body just won't handle it. Staying on herceptin, zometa and perjeta.
04/03/2013: CT shows 50% regression in tumor, so am starting back on Gemzar with dose reduction, staying with perjeta/herceptin/zometa. Can't argue with success!
05/09/2013: Discussing SBRT with Radiology due to inability of bone marrow to recover from chemo.
06/07/2013: Fiducial placement for SBRT
07/03/2013: Chemo discontinued, on Perjeta, Herceptin and Zometa alone
07/25/2013: SBRT (gamma knife) begins
08/01/2013: SBRT completed
08/15/2013: STABLE! continuing with Perjeta, Herceptin, Zometa
06/18/2014: ***** NED!!!!***** continuing with Perjeta, Herceptin, Zometa
01/29/2014: Still NED. continuing with Perjeta, Herceptin. Zometa lowered to every 3 months instead of monthly.
11/08/2015: Progression throughout abdomen and lungs. Started TDM-1, aka Kadcyla. Other meds discontinued. Remission was nice while it lasted.
5/27/18: Stable. Kadcyla put me right back in the barn. I have two teeny spots on my lungs that are metabolically inactive, and liver is clean.
I’m beating this MFer. I was 51 when this started and had two kids, 22 and 12. Now I’m 60. My oldest got married and trying to start s family. My youngesg graduates from Caltech this June. My stepdaughter gave me grandkids. Life is fantastic.