I always hated shots before I went on Depo... it was my biggest concern about starting it.

Honestly, though, it doesn't hurt... it stings for a second sometimes, but most of the time I don't even realize the nurse has done it. The worst that ever happens is that my muscle gets sore for a while.

(by the way, I really suggest getting it in the arm... I got it in the hip once and it hurt like hell.... it never hurts in the arm, at least for me)

I've had to get shots for other reasons since I started the depo and it's made them a lot easier for me... I'm not nearly as afraid of needles as I used to be (but still don't try to take my blood!)