[splix]

Here in Sweden we learn to take our shots in the abdomen. Sure you can take it in the upperside of the legs or buttocks to, but you’re surer to get a more even uptake in the abdomen.
Normally if you feel pain, you’ve surely hit a nerve or a place where you got a rich area of tiny blood veins. Sure it hurts and yes you can see a drop of blood. But, if you get use to or find a spot where you don’t feel pain and use that spot over and over, you’re likely to have your body creating inner scar tissue or fat lumps. This way your body absorb and destroy your insulin injected instead of using it, you’re likely to get somewhat insulin resistant.
Link to a Swedish site regarding making an insulin shot. Ignore the language, look at the pictures.
http://www.alltomdiabetes.se/website...20insulin.aspx
I don’t know what doctors around the globe say, but my info is that a shot taken in the arm has a 39% chance of different uptake into the bloodstream, compared to an abdominal injection that have a difference of 29% or less. Uptake in the abdomen is also the fastest way to take a shot of rapid working insulin, compared to the legs and buttocks. I can’t say I’ve ever heard of anyone saying they do, or have had hospital staff suggesting an insulin shot in the arm. (again, I'm in Sweden) The difference of percentage in uptake I just mentioned, is from a US book, “Dr. Bernstein’s Diabetic Solution”.

I’m new to diabetes myself, (got diagnosed dec-10) but I have a brother and father that also has Type1. As for the pain, I find it less painful to “dart” the needle in, rather than pricking the skin slowly. I did that the first 7 weeks to “scout” for painless spots until my diabetes nurse banned this type of behavior due to the effects mentioned earlier.

Added:
Regarding switching needle sites, to switch between abdomen and legs for example, makes a big difference in the time the body absorb the insulin and it makes it into the bloodstream. My doctor clearly stated that if I switch between stomach, legs or buttocks for a “simple” rapid insulin shot say, 1 at breakfast and 1 at lunch, I should consider the time and uptake consequence. This behavior could mess up my blood sugar levels if I think that a shot in the abdomen and one in a leg acts the same way. Slow insulin can easily be taken wherever, but fast should be taken in the same “area”.