I failed interferon treatment and BCG treatment for bladder cancer. Is surgery the only option left?

Probably best option. If you have failed tretament with BCG and interferon, some patients may reposnd to treatment with valstar (valrubicin). However, depending on the specifics of your bladder cancer, cystectomy and urinary diversion may be your best option. You should discuss this with your urologist.
Not as easy to answe. Some people have tried other intravesical therapies like Mitomycin or valstar (valrubicin) that now is indicated for BCG failure. The problem is it is important to know how many and time between recurrences and how much involvement in your bladder. Multifocal recurrent disease is not a good prognosis and you should not wait since bladder cancer will progress. If you are healthy, you should consider cystectomy.