i was pretty damn nervous my first time also. after 40 minutes of trying to talk myself into it, i finally stood my ass up and put the needle in. once i was finished i was so shocked at the lack of pain/terror/everything-bad-imaginable, i was so pumped i decided i had to do it again. i talked myself into a frontload...after the second injection i decided with a larger frontload....so 1 injection turns into 3, both quads and a glute. i then felt kinda silly about being so scared to take the plunge. it goes so much smoother than at the doctors office. take your time, just touch the needle to the site, don't push. apply a very light steady pressure after you feel comfortable. you will not even feel it go in.
all the needles are so sharp the guage won't matter all that much. unless i'm mistaken, the needles are laser sharpened. quads and pecs are easiest sites for me, and i prefer 1".
jkerry