personally i hate shots so of course i was dreading them for my little baby BUT it has really turned out to be very much a non-event. so far ( my baby is 8 months and has had four rounds i think, with two shots at a time.
THE BEST THING I EVER DID WAS: breast feed jules through the shots. a couple of times she didn't even cry and just kept on nursing. other times she'd cry for ten + seconds and then keep on nursing. she has never cried longer than a minute. and only for these last two shots at 8 months was she just too curious about what's happening to no longer be able to breast feed. she didn't react to the first shot at all and then did cry for the second one. we comforted her. and then she smiled at the nurse!
a couple of times we gave her a dose of tylenol but i don't know if she even needed it. she didn't show any signs of discomfort.
really the breast feeding thing was a gift from god.