Check for blood vessels before injecting. It's imperative.
Pull the syringe and make sure you're not injecting into a vessel.
If blood draws back in the syringe, don't inject, pull it out and pick another spot.
If air(pressure) draws back, you're good to go.
I always inject in my outter quads, it's painless. Be sure to massage the area for a few mins too after the injection.