Hi Kelly,
My tips:
Leave the syringe out at room temperature for 20 to 30 minutes.
I prefer the stomach to the thigh. Sometimes, it actually doesn't hurt at all when injecting in the stomach (for me).
I take it extremely slowly. So slow, I can keep watching TV while I slowly apply pressure. It eventually breaks the skin (most times with no pain).
Wriggle your toes while it is happening.
Then do a nice slow push down - again, no rush at all.
Hope that helps!!!
James