Only just seen this thread. I used BD Micro Fine Ultra needles - 4mm and only .23 gauge so pretty painless - and was then changed to the Gluco RX by the practice manager at my surgery for cost reasons. Ouch! Got to the point that I was crying when I injected because of the pain. Luckily I have a really supportive GP who changed me back to my BD ultra needles on the grounds that my comfort is more important than cost. At least now the practice manager writes to me before she changes any meds to cheaper varieties giving me the option of checking with my consultant at the hospital if it is ok to change.
Would recommend the BD Micro-fine Ultra to everyone (if they fit their pens of course!)