I'm on them once a day until 12 weeks. I agree with Tayto, especially about slowing everything down.
I alternate between sides of my stomach, I make sure there are no droplets of heparin on the needle, and wipe it on the cap to remove any that have formed.
I pinch a big old bit of flab and test the area with the tip of the needle until I find a patch that isn't as sensitive, and then push the needle in as slowly as I can.
When it's in I push the plunger down as slowly as I can, which is hard sometimes as it can be tricky to get going.
After injecting, I wait for a few seconds before removing the needle, and keep the pinch in place for another 30 seconds or so.
I don't rub the area and try to stay put for a while after.
Distraction helps, I put something on iPlayer on my computer to watch.
This way, I've had very small bruises the size of a marker pen dot, but mostly no bruise at all.
Oh, and I'm also using Fragmin, not clexane. I don't think this makes any difference though.
Hope that helps. Good luck.