Hi Catherine, I am a diabetic too - I have Type 1, so I have to test multiple times each day. My fingers are a little calloused now, so I don't really feel the pain. However, I do have issues with getting a successful test - enough blood not to get an error message.
I have several fingers that bleed better than others, and usually use them over and over. I also adjust the depth of the lancet - most are adjustable. I have it at the higher end, a 4 or 5, rather than a 2 or 3. See what feels best for you.
Other tips that may help are to run your hands under warm water or rub them together to get blood flow going. Firmly hold the lancet against the side of your finger (hurts less than the pad of the finger) and press the release. Slightly squeeze around the blood droplet to increase its size before putting the test strip up to it.
Best of luck - and best wishes managing your diabetes! Steph