Nothing in this world is perfect, anything has to have pros and cons, but we have to put the most effort to make more pros than cons. In this case the pros of clinical research are: you may get promising new treatment methods that you cannot get outside clinical research, the new method may have less side effects than the usual care, you may be the first to benefit from the new method, you are helping others with the same disease, both now and in the future, and you play an active role in your own health care. Also the cons are very clear: new drugs or methods are not always better than the normal treatment, new methods may have side effects or risks that doctors do not expect or are worse than those from the normal treatment, if you are in a randomized study you will not be able to choose the treatment you receive, your health insurance may not cover all costs, you may need to make more visits to the hospital or clinic, and even if a new treatment has benefits, it may not work for you.
Clearly, we need clinical studies for a better future, using better and more reliable treatment. A good thing that makes people do it would be the FDA guidance documents and if the process is approved by the FDA, it is going to be safe. However, some types of clinical studies like randomized is a bit risky to people.