Most Byetta users use or at least should be using 31g pen needles. These 8mm pen needles are soooooo tiny that unless you are near a nerve bundle, you really can't feel them go in. This being said, I can't see any reason to leave a canula in my belly or thigh for repeated injections! (that to me seems more uncomfortable than the 31g needle).
And as a prior insulin user, again I used 28 and 31g needles, albiet a tad longer, that were of no consequence when it came to injection discomfort, so again, Im not sure I see the need for a canula. (now for a type 1 user with 4-8 injections per day, this might be the ticket)