Hi furbabymum! Welcome
Just so you know, fertility injections are usually much less painful than a blood test. That's because the needles are generally very very thin like an insulin needle. There are some that are bigger but your main needles are thin. I'd like to suggest that if you have a nice fat roll on your tummy USE IT! Injections into fat hurt less if at all in my experience.
As for doing injections yourself, I prefer it. DH wasn't able to get the right angle and hurt me when trying so I find it less painful if I do it myself.
DH and I went straight to ICSI as he has a low count but I would have gone for IUI if given a choice. Less invasive.
And lastly, getting through it? Take everything one step at a time. See every little part you get through as a accomplishment because looking at the whole thing is just overwhelming. Be kind to yourself; give yourself time to lick your wounds if you get a BFN because if you're at this for a while you'll need those breaks. And use the ladies on here as a sounding board, shoulder to cry on, for advice or to just vent; it makes you feel less alone because the only people who truly understand all this are people who have been through it. Not even hubby will get it like these girls do.
Sorry for the long post! I hope your time trying is as short as it can be