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Ultrasound can push vaccines into the body without needles
(www.newscientist.com)
This is a most excellent place for technology news and articles.
That tracks with my experience. I'm shot-tolerant, so I have the calmness to observe. Of course, some are also just inherently more irritating/painful than others, and there's different volumes of liquid as well.
For instance, if you're shot-averse, get Pfizer Covid rather than Moderna Covid. It's ⅓ of the size/dose.