I think IM is a lot more common, Bimmer. It's pretty rare I see guys talking about doing subq. Honestly, I think subq would freak me out a lot more, but everyone's different.
For what it's worth, my ritual is pretty boring. Wake up, take my other medication, have a granola bar while I set up for my shot, wait a century because I draw with a 23 right now, and clean off whichever leg I'm using for the day. I've got no needle anxiety but timing it was always weirdly difficult for me, so I worked out a system where I put on "This is Gospel" by Panic! at the Disco and when it gets to the "goooooo" part, I stick the needle in my leg. Pretty efficient for me. (It's not part of my pre-shot ritual, but I also read a minute-or-so's worth of text to record my voice after each shot, then write a comparison/update post. It helps me keep track of what happened when.)