I don't mind shots, even if I don't need to actually watch the needles go in.  My reasoning is to think of needles as being that tiny so as to feel as little pain as possible (better that than getting stabbed with something the size of a screwdriver!).

Drawing blood is a little different.  Certainly a little more painful when they're finding the vein, but I admit to getting a little woozy if I catch a glimpse of (my own) blood filling a sample vial.  I can get through it okay... as long as I'm looking in the opposite direction!

A small hand held ultrasound can make a world of difference in those of you who are "hard to find."

For any of you that need infusions regularly, have a discussion with your doc on the pros/cons of a "port". An indwelling catheter with an easilly access port. No difficult sticks, less repeat damage to the veins.

May not apply to all but may help some of you.