I self inject every two weeks. You'll get used to the long needle, it really isn't bad at all. The estrogen is in an oil base, I believe that the oil used depends upon the concentration of estrogen. Either sesame oil or castor oil is used as a base.
I read in a post elsewhere that someone had decided to inject by holding the needle at an angle. Not a good idea, as the idea is that by injecting deeply into the muscle, the hormone will slowly leak out of the muscle into the bloodstream. By holding the needle at an angle, you minimize the depth, which isn't what you're looking to do. You may feel that the blood level of the estrogen drops off sharply after 9 or 10 days. This is common, and many times everything will level off after a few weeks, to a few months. Rather than raise the dosage if this becomes an issue, an option could be to inject half the dosage weekly instead of the complete dosage bi-weekly.
You'll be shown exactly how to self inject. Make sure that you do it exactly as you're taught, not forgetting any steps. Most important, is to draw back the plunger prior to injection to ensure that you haven't penetrated a blood vessel.