I have been diagnosed with CIDP since 2000. I have only been treated with prednisone (and neurontin for pain).
When you are first diagnosed one is naturally and correctly disturbed by the possible side effects of long term steroid treatment. Try to remember that not every one will get every side effect. Prednisone is cheap and works for many CIDP patients.
Here are some reference pages to help you weigh the pros and cons with your neurologist.
My favorite page of prednisone information
A very good explanation of side effects
How doctors decide if prednisone is safe
A technical page from NZ
An excellent discussion of immunosuppressants in general
More on immunosuppressants in general
A nice resource for drugs and interactions