I think my fear of potential diabetic complications is strong enough that it overrides any discomfort or inconvenience caused by testing my blood sugar. I actually test around 10 times a day and I don't mind it at all. The finger pricking really doesn't hurt barely at all since I'm so used to it, so that's a non issue, and it takes so quick to do that it isn't that much trouble. Definitely worth it to avoid complications. Basically, I use fear as a motivator.
So sorry, I know the finger sticks are not fun! Have you tried to make sure to test on the sides of your fingers instead of the tips? Also, make sure your hands are warm, that can make it easier. Make sure your lancet isn't poking you too forcefully, and too deeply- you should be able to adjust the lancet depth.
You may know all those tips already, but I do hope it helps!