Shots only hurt the ignorant.
Anyone that has regular subcutaneous injections and knows anything about how the skin nerve system is laid out - knows that if you inject between the hair follicles and never into their base, you'll have a sensation free injection 9 out 10 times. Hair follicles are rich in sensory nerves - get near them as you inject and you trigger pain - hit one directly and it really hurts. The fact that most doctors and nurses aren't trained with this knowledge tells you a lot about how deficient our medical education system really is - but they do get special courses in how to minimize wasting time with patients and more efficient billing practies.