There are three major ways vaccines are given. The first and most common is an injection through the skin. The vaccine is then deposited either into the underlying muscle (an intramuscular injection) or into the space just below the skin (a subcutaneous injection).
Injections through the skin obviously hurt but not in the way you might think. In our experience, children cry more when the fluid is injected under the skin than when the needle pierces the skin. This is why skin-numbing agents are less effective than parents hope against the immediate vaccine-injection pain; the agents only protect against the pain that occurs when the needle pierces the skin.
A second way to give vaccines is orally, or through the mouth. Though this method is less painful, there are few oral vaccines available. The rotavirus vaccine is currently the only one of the common childhood vaccines given orally. There was an oral polio vaccine available in the past, but because it had a very slight risk of actually causing polio, it has not been recommended in the United States since the year 2000.
A third method of administering vaccines is intranasally, or through a spray up the nose. One type of flu vaccine for older children and young adults can be given this way. Surprisingly, while some children prefer a nasal vaccine over a shot, many children detest the nasal method and prefer the injection if offered a choice.