Someone sticking a needle in my arm has never been one of my favorite pasttimes and I dread watching my children go through this experience. There are some things that I've found make the whole trip to the doctor for vaccinations easier.
First of all, remain calm and confident. Never tell them it's not going to hurt. Children will become more anxious and nervous if thier parents are displaying those behaviors. I always let them know ahead of time when the vaccination is part of the appointment. I explain the procedure and what each particular shot is preventing.
Second, I give them tylenol about 30 minutes before we arrive to the office. When they were infants we would always breastfeed as the nurse was giving the shot. I've also heard, but never tried to give them a lollipop if thier older to suck on during the shot.
Third, I always take them out for ice cream afterwards. Not that ice cream will heal the pain, but it's yummy and allows them a reward for being so strong.
Hope these small tips help make your vaccination appointments easier for you and your child.