1. Remember, screening implies that the patient has normal risk factors, history, normal general exam, etc. -- it may not apply to higher risk populations. Example: stress test for coronary disease in normal patients versus in patients with diabetes, 2 PPD smoker, strong family history of early sudden death.
2. A screening test itself may or may not create harmful results. It's the cascade of follow-up studies that cause worry, complications of biopsies, cost, that may not be useful for many patients. Watchful waiting may be more suitable in many cases. Example: PSA of 4 - 10 leads to prostate biopsy, occasionally to sepsis and rarely to death.
3. I am not sure that "I knew a guy once who..." is a convincing argument in this context.
4. Similar issues exist for false negative results: the patient actually has the disease being screened for, but the screening test comes back "normal."
4. FWIW IMHO the best approach is often to discuss the risks and benefits of a test under consideration, engage in shared decision-making, and have a pre-test plan for the management of the screening tests performed, then stay the course.