I use two different types of insulin: Novarapid and Lantus. Novarapid hurts less because I inject myself with a small dose. Lantus hurts so much that sometimes I even cry because it is a much bigger dose. The needles are much longer than the finger-pricking ones because they have to be pushed all the way under your skin. But the finger ones hurt more which is really weird because they only just puncture the skin.