I tried to conquer my needle phobia by donating blood. Strange as it seems, I figured that I could convince myself that by doing a greater good, I could overcome my fear. I only mention this because it didn't work. As a result of my recent surgery, my wife had to give me injections of blood thinner once a day for 3 weeks. The needles were thin and sometimes I couldn't even feel the needle stick, but I still found myself dreading each morning. So frequent needle sticks didn't help me either.
I had to have an IV yesterday as part of my minor ankle surgery. I warned the nurse that my veins tend to roll, that my left arm is better than my right, and that she would have two chances to get the needle in because I always pass out on the third stick. I think that letting the person sticking the needle in you know your history, you have a better chance of a successful stick. By the way, my vein did roll, but since the nurse was watching for that, she managed to insert the IV on the first try.
So learn as much as you can about your body. If, like me, you find that a particular site is better than others for drawing blood, let the nurse know. My experience has been that they all want to minimize discomfort and that they really do care.