I took Humira for a little over 2 years. It was the only thing that got me out of my flare in 2012. The best advice is to 1.) take it easy. You'll probably feel like you've got the flu the day after. Make time to rest, and don't push yourself 2.) Let the Humira sit outside of the fridge for at least 15 minutes... 30 minutes is best. That sucker hurts regardless, but it hurts even worse when it's cold.
I always took my shots in the back of my arm and only sometimes in my stomach. The thighs hurt the worst for me, so I left them out of the rotation. My typical comfortable position was burying my face in a pillow and being prepared to scream (sorry to scare!). I was never able to give the shots to myself so find someone you trust to give them to you. For me, it was my boyfriend - god bless him. If you start to get scars from the injections (and after 2 years I got quite a few) a dermatologist should be able to give you a mild bleaching cream.
The injections were really, really painful for me, and I don't miss them. I know it was worth it (I achieved remission with it) but it was not easy. I am a really small person (102 lbs.) and I don't have a lot of fat on me. I don't know if it makes a difference or not but it felt like that poison was going straight into my bloodstream even though I know it is subcutaneous. Ice cream (if you can handle it) post-shot helps!