I second kitkat and Dr.Daniel. It's all about the technique your dentist uses and how much he/she cares about making it as comfortable for you as possible. There are a lot of techniques and ways to work with the anesthetic and every dentist uses different tricks. As far as I know, any pain doesn't come from the initial pinch, but from the anesthetic liquid getting in which is why slow delivery is more important in which case the numbing gel doesn't play much of a role. From the three numbings I had with my dentist, I haven't noticed any of them. By that I mean I haven't noticed anything at all, I wouldn't be able to say when he got in or what is happening, the only thing I knew was that there is an instrument somewhere. Many people are afraid of shots in dental setting, but they are actually more tolerable than any other ones. I found my last vaccination much more uncomfortable than anything a dentist could do, it's just not comparable.
As usually, talking to your dentist and letting him/her know what worries you helps...