I have found certain spots on my legs and lower stomach area that have a lot less feeling for the needle. Also, I got some 31 guage needles and they are NICE. Very very thin and comfortable. At first I had 29 guage and they did hurt sometimes even when I was careful.
Sometimes what I do is kind of scratch with my fingers over my leg and you can get a feel for where your nerves "feel" more. Also, after swabbing when I grabbed a piece of skin, I kind of poke around the area real gently to find the best spot where I have the least sensation of touch from the needle. And if you use the tiny 31 guage needles, you can most of the time, not feel it AT ALL!
Good luck! Don't give up.