I took humira for about 3-4 months for my RA. Unfortunately, it hadn't kicked in at 3-4 months, and I, too, felt the heavy fatigue. I also attributed it to the medication (although rheumy may have disagreed). When I switched to enbrel, I had no fatigue side effects; in fact, I had an energy boost.
No help for the injections, I'm afraid. Enbrel injections kind of hurt too, and sometimes leave big bruises on my thighs. I try not to complain too much, though, as I know there are hundreds of people that should be taking a drug like enbrel, but cannot afford to and/or don't have insurance that will cover it. I simply to have to put up with a little painful stick once a week. Still, I do dread that weekly injection.
I wish you the best,