1st Round IVF - any tips?

We are very excited to announce the start of our 1st round of IVF in about 15 days!!!!  After 2 BFN ICI's at home, and 3 BFN IUI's at the doctor's office - we have decided it is time to move on and invest in IVF.  Thanks to our amazing nurse who was able to save us about $1000 in medications, we were able to move our start date up from April to March!  This is no cheap route - that's for sure but hoping the increased odds will pay off in the end.  We will have the retrieval/transfer in mid-late April.  I am nervous about giving myself the shots - were they easy or difficult for the rest of you?  Any tips you can give us about the IVF process?   Please keep us in your thoughts and prayers over the next two months.