I don't have a lot of fat on me so, I've been using the shortest needles with the thinnest gauge. I use the Novofine needle tips that are 6mm (length) and 32 gauge (thickness). There is one size smaller (shorter & thinner) that is used for infants only.
I find that pinching up a mound of skin and injecting at a 90 degree angle is the least painful. In fact, I find the BGL finger pick testing to hurt more than the injection needles
My abdomen is the best area for me to inject. I still haven't been able to inject into thighs without bruising (not enough fat). Never tried the arms but, have been using butt-hip area successfully.