I was on Humira, but stopped taking it because it "burned" while injecting. My doctor told me that it was due to preservatives used in the drug so that it would last for two weeks before having to take another dose.
I have a severe phobia of needles (and zero pain tolerance) and having to only inject myself twice a month instead of weekly, sounded like a good idea.
Boy, was I wrong. I am now on Enbrel (a weekly injection) and there is very little burning. This drug is just as good as Humira, but a lot less painful.