Every therapy can carry risks, as can having no therapy at all. It's very individual and personal preference is a factor. My wife recovered from chemotherapy and radiation; together they saved her life. Other choices, including clinical trials, may suit other patients. To get on a clinical trial patients have to meet the trial criteria, which is why it takes a little "shopping" to find trials that they are eligible for. Sometimes getting on a trial also depends on your ability and willingness to travel.
As Vince says, the American Cancer Society (ACS) provides useful information about the choices for patients.
Some of the ACS information pages: