I don't think Nebido specifically is available in the US yet, but you might be able to get some other form of testosterone undecanoate (at least, I think that's what it's called!). Nebido's just a brand. Try asking your doctor. Or, just ask about slow-release testosterone.
At any rate I actually began my transition on Nebido, it's been great. I don't find the injections any more painful as such — standard pin prick. The only difference is that it has to be injected slowly (bout 45 seconds-ish) so I find it does start to ache a bit once the needle's been in for a while, and I often ache for a couple of days after, but it's no huge deal. Again, the convenience of only one shot every 12 weeks outweighs everything else.