Hi Jeannie,
I used to use Lantus and now as you know I use Byetta in a pen. Both had the problem that if you injected it cold, wow it could sting. Soooooo, what I do is put either the syringe filled with insulin or my Byetta pen under my armpit for several minutes. This is one of the warmest parts on your body and it will warm that syringe or even the whole insulin bottle fairly quickly. Hope this helps.
Warren