Fatty areas above the groin but below the waist = best place for me. I've been using Clexane since got the +ve preg test (had to) and am utterly sick of it now, but have got better at it, mostly.
For me, now at 33w, there is less loose flesh around my belly so I can't pick a roll of it up any more. I prod the area first to see how reactive it is - the numb-er the better. I then free up the plunger, by pushing it just enough to move it while the cap is still on the needle, then bringing it back to its start point. Make sure the bubble is at the top of the syringe.
The needle goes in at 90 degrees, up to the shank - depress plunger slowly and then I ease the needle out. Mostly this results in a small purple dot.
If, however, on entry, it starts to REALLY hurt, I stop, take it out and go elsewhere - I've either hit a blood vessel (messy) or something other than fatty tissue (bruisey).
If you don't push the needle all the way in, it hurts FAR FUCKING WORSE - DH used to only put it halfway in, apparently (I couldn't watch) and do the plunger quickly - I used to get the 5-10second afterburn, that had me hopping around sometimes. SO much better now I've taken control of it myself, some days it doesn't even hurt at all.
Some syringes are blunt as fuck. I tend to persevere but some people just dump these ones and use a sharper one.