I feel differently than most here - I prefer injections into my quads. It actually took a while before I started rotating to other sites. I am committed to doing this at least twice a week for the foreseeable future so did force myself to start rotating between my quads, delts, and glutes.
The pain does not come from the injection itself - it is virtually painless - but more from PIP (post injection pain) for the next couple of days. Be prepared for a bit of pain wherever you inject the first couple of times. With what you are injecting it should just feel like a bad bruise, and know that it will get better. I inject test cyp twice a week and get zero PIP from it anymore. Its a cakewalk. Now, when you start shooting short esters like prop, or higher concentrations like T400 the pip will be greater.