I had to inject testosterone for quite a while before I switched to estradiol patches (long story), and eventually I found a routine that was comfortable.
I'm right-handed, so I found it easier to inject into my right thigh. I could do it in the left thigh, but had a couple of stingers there. I tried to avoid the exact same location, but in general it was an inch or two below my crotch and a couple of inches from the top of my thigh toward the outside. I raised my leg, resting my foot on something, until I could squeeze my thigh easily and extend some flesh for the injection. When the syringe was ready and I'd sterilized the location, I'd squeeze my thigh and aim the syringe. At first I tried kind of popping it in, like throwing a dart. That was okay, but when I got used to it, I started to more deliberately insert the needle so it would go in straighter. Holding the syringe steady while withdrawing the plunger to check for blood is important to avoid pain.
Using that technique I rarely felt more than a tiny prick from the needle. Maybe 1 out of 10 times it hits a nerve or something, and then you can grit your teeth and press on or start over. One time only when I withdrew the needle a fountain of blood squirted briefly out, but my doctor said I'd probably nicked a vein and not to worry about it.
I know it's kind of scary at first to inject yourself, but it does get easier soon enough. It's not as painful as epilating!
This is a good link:
http://www.med.umich.edu/cancer/files/subcutaneous_injection_guide.pdfI hope that helps.