Before my late husband passed away, he had type 2 diabetes, and we used the sort of auto-pricking lancets that actually do the jabbing for you. He swore they were no fuss and no pain, or not enough pain to really speak of. I tried them out on myself a couple times, and while there is a very slight stinging sensation, I'd have to agree with him. You can barely feel it.
One bit of advice, make sure you do the alcohol swabbing religiously if you do end up finger-pricking. Because pain can result if you get swelling in your fingers from the jabs. Alcohol swabs seem to reduce the chances that that will happen. At least as I remember!