When I shoot my quads (and I have to now because my glutes are so full of scar tissue it's like trying to stick a needle through a two by four), I first draw out the juice (if it's oil) in a 21# syringe and then shoot it into a 25# syringe. This lets me inject with with a smaller needle, albeit it takes more time to inject. I shoot on the middle to outside of my quads, checking first to make sure that there aren't any obvious veins in my way, then I slowly inject. If I feel the pain you're describing, which is hitting a nerve, a draw back a little and shoot in at a different angle. Once the needle is in, I draw back on the plunger a little bit to make sure no blood comes back up into the syringe which would indicate that I'm in a blood vessel (if that happens I pull out and reinject into a new area). Also, try using this smaller needle method on your shoulders, it saves you some pain from a larger needle and the build-up of extra scar tissue.