Been on T for a little over a year and I started doing my shots IM and then switched to subcutaneous.
My doctor suggested I try it out, simply because she said it's less damaging to the tissue in your leg and the effects/changes aren't any different. So I went through one prescription IM, one subcutaneous, and now on my third prescription, I'm back to IM only because the pharmacy only had longer needles in-stock. I didn't notice any difference between the two in terms of changes/effects, etc.
I actually prefer IM, only because T seems to leak out less often and sometimes the subcutaneous shots seemed to burn a little more. Not sure why it was given to you in the middle of your thigh...regardless of method, I was told to inject into outer upper thigh.