When selecting a syringe, short needles are easier to work with because you don't have to worry how deep you have to go or not go. Just poke and push all the way in. You don't even have to watch it go in (out of sight, out of mind).
Poking the needle at a slight angle and spinning it a little between your fingers helps to get an easier penetration for me.
I usually poke lightly first around the area I am planning to inject and find a spot which doesn't hurt as much, then I push all the way in to finish the job.