weekly will result in less injections, which isnt a bad thing, less damage, less chance of infection blah blah blah, but twice weekly will ensure a more stable level of hormone, which is always very benificial.
I think the half life of test E is something like 10 days, so its not nessisary, more down to personal choice for that kind of half life range. as you get better at doing the shots, and get used to it more the pain may get better. try not to wiggle the needle too much! is the gear homebrew or did you buy it.
what gauge of needle are you using? (will say on the packet) it may help a tiny bit to use a needle to draw, and one to inject. warming the vial in a mug of just off boiling water ( or usually, my mug of green tea
) from the kettle is my favorite tactic before drawing and injecting.