My prescription comes in a pre-filled syringe with a 2 inch 20g needle, so I use that. I bought spare 2 inch 21g needles in case of a botched injection, though I probably could have gotten somewhat smaller, shorter needles. I find blood tests hurt more than T injections (which hurt a little, but not enough to make me uncomfortable), but it's likely that my arms are more sensitive than my legs since I have nerve damage.
If you can get smaller needles, that might be preferable for you in order to avoid too much unnecessary pain.