For me, it isn't so much that it is less painful (it does hurt, a little) but that it is more effective. I wonder if maybe it's because my fingers are a bit fat. It I prick the pads/sides, about 75% of the time I don't get anything first time. I have to reprick and reprick. Also, it's more limited because I feel there is a lot of sense in avoiding the thumb and index finger. If you prick the front of the finger, it really doesn't matter - all fingers are equal. So you have a full ten to choose from (and I do try to rotate).
Type 2 on Metformin, diagnosed Jan 2013, ultra low carber, Hba1C at diagnosis 8% (64), average BS now between 5 and 6 mmol.