My protocol was simple: 225 IU's of Gonal-F every evening, and a Ganirelix shot after Day 6. Gonal-F comes in the shape of a pen with a tiny, tiny needle to be attached, and I can't say that I ever even felt the needle go in when I did the injection on my belly. I was so relieved after my first shot that I laughed out loud. Ganirelix was not bad either.
I was a somewhat slow responder so I ended up stimming for almost two weeks, a bit longer than is common. I didn't really feel anything going on in my belly until two days before the retrieval, when I started to feel like a big stuffed goose. My hCG shot was subcutaneous (in the belly), so it wasn't a big deal after 2 weeks of the other injections.
I found the almost daily ultrasounds to be far more uncomfortable, particularly as I got closer to the retrieval date. During the last u/s, the technician noted that I had "tons" of eggs. I found that disturbing and at that point just couldn't wait to get rid of them!