I found that sides of the lower part of fingers are less painful and work well for me.
I started by testing 6 times per day i.e. before and 2hrs after every meal, until I knew which foods to avoid.
After that I only tested occasionally or when I was eating something new.
At first I would change lancets every 1 or 2 days, now I go for weeks with the same one since it is used so infrequently. I have even seen people joke about changing lancet every St Swithin's day!