They both have their pros and cons. In my opinion, the pen hurts more than the syringe because it goes in so quickly. With the syringe, you can control how fast the medicine goes in. I always injected really slowly
and I didn't feel a thing. If you leave the pen out for about
a half hour, it doesn't sting as bad, but it still goes in quickly (and it's also better to inject where you have the most fat, which, for me was the stomach. The more muscle, the more it's going to hurt). The syringes aren't great if you have a needle phobia. And it took me a while to get used to the force required to actually pierce the skin. If you're not afraid of needles, but are worried about
the pain, I'd go with the syringe. If you don't mind a few seconds of stinging pain and just want something quick and easy, try the pen.
Neither of them are bad at all once you get used to them.