I can't speak to T-shots, but I presume they are intramuscular like the E-shots.
One thing you find when you've been stuck enough (blood draws, vaccines, catheters, whatever) is that each stick and each place you are stuck is at least slightly different. Some people are definitely more accomplished phlebotomists than are others.
But the one thing that's always true about hormonal DEC shots is that the idea is that the hormones pool under where the shot is located. The hormone stays there for longer and shorter times displacing tissue until it releases into the blood stream. That displacement after the stick will cause some degree of pain.
I've never had one that is totally painful, not given myself one that was either. But sometimes someone will stick a vein, go too deep or use the wrong quadrant of the hip for the shot and hit a vein. Those can be quite painful I understand and dangerous dependant on what damage is done and how much of a vein wall is punctured and other factors.
Otherwise expect some slight pain after most shots, but sometimes almost none or no pain at all. If you manage to stick a vein I have no doubt from all I have read that you'll know it. In point of fact there will be blood in the needle and it will flow rather freely with each pulse of your heart.
I wouldn't worry too much about the ones that hurt not at all.

Those tend to be the best sticks and the best shoots.

Nichole