Have you considered spreading the shots out over multiple visits? Doctors recommend so many shots on one visit because they fear that a parent won't bring their kids back in between for just the vaccinations. I've chosen to spread my daughter's shots out for two reasons: (1) I'd prefer that her body doesn't have to fight off so many diseases/toxins at one time and (2) I don't want her to have to get poked so many times in one visit. Even with spreading them out (I like to put 30 days between each vaccination and never vaccinate when she's sick - even with a cold), I've been able to pretty much meet the state-required schedule. It has been a bit more work for me since I had to make a trip to the pediatrician's office once a month for the first year and a half of her life but my doctor's office allowed me to simply call on the day-of for "vaccination only" visits. I would call and say that I only needed to bring my daughter in for a vaccination and they would usually give me a two-hour window. I work full time so they were good about letting me come in often after 5.
But that's just my personal preference. I don't have any other recommendations for the pain. The two times that she got two shots together, two nurses did them at the same time and so she at least only had to go through the pain one time...