Insulin delivery devices are very different now than they used to be. Most insulins can be delivered via pen injectors where you don't really see the needle and the needle that is used is extremely small and thin and relatively painless to inject.
You can inject insulin in subcutaneous tissue. Insulin injection sites include anywhere in the abdomen, in the thighs, in the buttocks, and in the outer arms. Those are normal locations for insulin injections.
Unfortunately, if you have diabetes and you need insulin at this point, there is currently no way of receiving insulin other than in the form of an injection.
There are newer insulin technologies available. Inhaled insulin has become available for prescription. Inhaled insulin is a rapid acting insulin administered at the start of your meal. It begins working at about 12-15 minutes, it peaks by about 30 minutes, and it's out of your system in about 3 hours. It's not used alone. If you're a type 1 diabetic, you still need to use your long acting insulin via injection and if you're a type 2 diabetic who uses long acting insulin, you will also need to take insulin injections as well.
In addition, inhaled insulin is only for patients who don't have any underlying lung disease, such as asthma or COPD. You should check with your physician before using inhaled insulin to make sure it is okay to use in your specific situation.