The finger prick is an interesting non-sexual way to positively identify masochists. Everything about the finger prick takes away control while maximizing pain. A nurse can't/won't give you an arm jab until you relax your arm but they'll detonate a finger jabber randomly with an audible 'snap' while you're helplessly watching it all happen in front of you.
Finger pricks aren't that bad. Ive been hospitalized several times with cyclical vomiting. It throws my entire body chemistry way off and often looks like I'm diabetic (I'm not). So, I typically get several finger pricks for blood sugar tests daily when I'm admitted. The finger pricks are nearly painless. I dont typically even notice them. Really only gets bad if they use the same finger repeatedly and bruising starts occuring. Its really not bad at all if you rotate fingers.
The IV is far more painful, of course, it is also a fairly large gauge needle. I still have a track mark from my last hospital stay in my arm due to an intubated IV (a blow out) 3 months ago. It also took about 3 weeks for the swelling in my forearm to go down after that.
I also get weekly allergy shots. Slightly more painful than a finger prick, but far less than a typical vaccination.