Messed up my shoulder???

I messed up my shoulder a while back, finally got some x-rays done. Doctor told me I had tendinitis.
I already posted on the health and Medical forum, but maybe some of you guys can answer some questions too.

What's the best way to get it taken care of?

He said that I should get a Injections of cortisone. Does that actually help? Is it a one time thing?

Some friends told me that yoga is also good for tendinitis. Or deep tissue therapy?

Any info would be great.