Hi John and welcome to the lizard spit users club!
Sounds like you may have got away with the nausea - if you are going to suffer then it tends to be pretty immediate. As you are on gliclazide as well as Byetta you will need to keep a very close eye on your sugar levels. Gliclazide works by forcing the pancreas to produce insulin, regardless of whether it is needed or not. Your pancreas will only stop insulin production once the gliclazide wears off (usually at around 4-6 hours). Byetta also triggers your pancreas to produce insulin - so you could end up over-producing insulin, with resultant hypos.
When patients who are already on gliclazide (or any of the other sulphonylurea meds) are put on Byetta, the first thing their doctors usually do is to reduce the gliclazide dose (usually by half). As the Byetta gets to work and your blood sugar levels fall, you should find that you will need less and less gliclazide and will probably be able to come off it completely within the next 6 months. If your doctor hasn't reduced your gliclazide dose then perhaps you should question why not, because you are currently getting a double hit of insulin.
The Byetta user guide leaflet is pretty good so if you are following their instructions then you are doing it properly. There is also a very good website
http://www.byetta.com that has more information that you might find useful.
12mm is the longest needle you can get. As you know, you have to inject below the fat layer so if you are very obese then it should be ok. Most people use the 8mm needles. But whichever length you have make sure they are 31 gauge - these are the finest gauge and are painless to inject. Some of the larger gauge needles feel like you are injecting with a rusty drainpipe!!
Let us know how you get on - and please keep a watch for hypos.