Enanthate is suspended in sesame oil; cypionate is suspended in cottonseed oil. Some people have a reaction to the sesame seed oil (doesn't mean you will).
I found this with a quick search:
Enanthate has a 7-carbon ester chain while cypionate has an 8-carbon ester chain. The more carbons the ester group has, the more soluble in oil and the less soluble in water it becomes. As a result, cypionate has a slightly slower release and longer active life. Due to being one atom lighter, enanthate has more testosterone per mg. The difference is insignificant though, perhaps a few milligrams amount of steroid more.
They're basically the same.
...and good luck with your shots. When I took mine it was in the gluteal muscle and I barely felt it. Have you tried one there?