Our pediatric endocrinologist told us not to do injections on our 8-year old's belly because he's too young, and it's too painful. We're basically rotating thighs and bottom; upper arms are painful for him, too. We were also told we can use ice, only for about 15 seconds, to numb the site.
Also, Dr. A gave us a really nifty device for injections called "Inject-Ease" made by Palco Labs. It's a spring-loading deally that you load the syringe into. You press the round end and rotate it a few times to "numb" the site, then press the botton on the side to snap the syringe in, and push the plunger. It's so quick our son hardly notices, and the needle is completely hidden, so the visual part is not so scary. Before he was diagnosed last month, he was terrified of doctors and needles, and became hysterical any time he had to have a shot. But now he's actually been handling his own injections since about week 2. (I know that doesn't help with pump insertions, but thought I'd throw it out there)
We've also tried the numbing alcohol wipes, but with the Inject-Ease it really has not been necessary, so I can't say whether or not it helps. Also, I used one to wipe the top of the vial, and it left a weird deposit after it dried.
I'm curious if your daughter is seeing a pediatric endocrinologist who may be able to help with the "special" needs of kids, or a regular "grown-up" endocrinologist? Our ped endo has been so fabulous and so sensitive to our son's relative age, I could just kiss him every time we visit.