Dexamethazone: Prescription only, but it does not have to be used only with medical supervision in a hospital. It is prescribed in pill form for daily uses against autoimmune inflammatory problem like RA. It should be managed by your Primary Care doctor or rheumatologist on an ongoing basis, and patients have to be careful to keep taking their medication. To get off it, you have to taper down gradually so your adrenal glands can start making your own steroids.
I think doctors on TV are being very protective of their right to manage health care and drug use, so we don't have a lot of DIY aquarium cleaner deaths. Remember, half the population has an IQ under 100.