Hi Medieval Peasant
When I was on Humira (for about a year) I chose the syringe over the pen as my specialist said if I was someone who wanted more control it would be better.
The pen apparently you place on the skin, push a button and anything between a 1 - 5 seconds later the needle goes in and then a few more seconds and the fluid is released. I like to know when the needle is going in and I like to control the flow of the drug as sometimes it can sting!
I never found any pain with doing the needles myself, just a little unpleasant when the drug goes in that's all.
It's very much a person choice and if undecided then try the pen first.
Good luck and remember don't rush it to get it over and done with regardless of which ever method you choose. Take your time get everything in front of you and do the procedures correctly. As I said I did it for a year and still didn't like doing it everytime, some people are different and think nothing of it.
Take care and let us know how you got on.