How is an epidural steroid injection typically performed?

It varies! An epidural injection may be performed anywhere along the full length of the spine. It will usually be placed near the source of the pain or numbness: in the upper spine for neck pain, or the lower spine for back pain. In a pain clinic, sedation will sometimes be given to help with any discomfort. X-ray may be used for very precise positioning of the needle.
You might. Be sedated, but your back will be cleansed and a sterile drape with a hole placed. Local anesthetic will be injected with a fine needle before the larger epidural needle is inserted. The epidural needle is inserted until the tip is in the epidural space. Then the steroid is injected possibly with small amount of local anesthetic. Then you go home and wait for results.
Under Xray Guidance. Most trained physicians perform these under Flouroscopic X-ray equipment to guide them correctly and safely to the epidural space. The older technique is still used without x-ray guidance only for those patients having a baby, getting a surgery or needing a catheter placement for infusion of anesthetic in the hospital. This older technique is not recommended for a steroid based injection.
See below. The patient is positioned on a procedure table with a machine called a c-arm over them. Then the doctor uses fluoroscopic imaging to guide a needle to a specific target within the spine. Once the target is acquired, contrast dye is used to confirm correct needle placement, then local anesthetic and steroid are deposited on the inflamed nerve.
Carefully. There are different ways to perform an epidural injection. The most common way is with a loss of resistance technique, in which an epidural needle is slowly forwarded into the epidural space while a column of air is gently pushed via syringe. Once the air passes freely, the epidural space is felt to be verified. Fluoroscope imaging can be used for full verification.