Yes, physical changes happen quicker on injections for most guys and there is a reason behind it. When you inject testosterone your levels basically go on a roller coaster ride each cycle (most guys it's usually every week or every other week). With each injection you start out with the low end, you inject and your levels start creeping up, then there are a few days where you're at a high level, and then it slides back down slowly again until it's time for you to take your next injection. That high point is where the changes are occurring faster than other methods.
The plus side to creams, gels, patches is being able to stay at a consistent level. It's not going up...it's not going down. Your moods are more likely to be stable. The down side is for most it takes longer for physical changes to happen.
My Endo tried her hardest to get me to do patches. I would have but couldn't afford them. She told me that with injections there is an increased risk of blood clots, unstable moods, energy fluctuations, acne flare ups, more risk for increased blood pressure, etc. Personally in a few years after I have my surgeries completed (and most of the physical aspects I want) I'll have the money to go on patches and I probably will to lessen some of the risks associated with T.
If you're having slower than normal changes I would talk to the doc. It's understandable to want to speed things up as much as possible just to get to that comfortable point in transition. There is always the option to go back on the patches at a later time if you don't like the shots or get to the point where you just want a maintenance dose.