Thighs are my worst. The tummy is the worst burn, but the thighs take the medal home as the hardest to inject (as Dej mentioned, due to finding adequate fat), avoiding stretch marks/veins, and the after-bump.
On the sides is the easiest solution. Don't inject too far back however. I did that once, and wow, I had dull pain all down my leg. Made walking difficult.
Push down on the area after the injection, don't 'rub'. That'll help with the amount of bump that appears.