When I was in the service, a lot of shots were given with a Jet Injector.
I say "usually pain free" because there was a certain shot that didn't fit that category. I don't recall what the shot was for, but it was nicked named the "water fountain shot".
We'd stand in line, waiting to enter the room where the shot was given. About 10' outside the door of the room there was a water fountain built into the wall. Service members would enter the room, get the shot, feel no pain and walk out just like they walked in - until right about when they passed the water fountain on the way out. That's when you'd see people suddenly suddenly clutching their arm and hear something like "Holy sh*t!" or "Damn! That f'ing hurts!"
Even the toughest guys that would never admit to being in pain would sort of visibly tighten up or change their gait just enough that you could tell that the pain had started.
The pain usually lasted about 24 hours, during which time, of course, the drill instructors would make sure that all activities included copious use of the painful arm.