The most important comparison is the risk of getting severe covid and/or dying from it if
unvaccinated.
It's tricky cause it depends on what you do (you get to do more once you are vaccinated), as well as the ever-changing rate of infection in the community where you are (which will change as more people get vaccinated among other things).
But in general, your risk of having severe complications from covid if unvaccinated is far more than your risk of complications from the vaccine.
And on the population level, we can say if say 1 million people get the vaccine, X will have blood clot complications (about 1)... if 1 million people go two months without being vaccinated, how many will get covid and have severe complications? (more than X). So if using the J&J gets a million people vaccinated two months earlier, it's a win.
Of course, ALL of this is an embaressment of riches when the USA has access to large quantities of three effective and safe vaccines, when much of the planet still has zero.