Despite the tattoos and body piercings I have a hard time getting then needle to touch my skin. The shot doesn't really hurt, at least, it hurts less than when I guaged my ear and felt like nothing next to the pain of penicillin shots.
So, I have a cue. If I think about it, my instincts kick in and say "No! What are you doing? Injury is bad!". So, my friend counts me down, or I listen to a song and when it hits a certain part, I just do it. For some reason being given the "time" that I supposed to push the needle in helps. But, if I were seriously phobic of needles, I would probably just use a cream. I just tell myself that I am a cheap skate, and I know I wouldn't want to pay any more than I have to.