Get the Target house brand.
It's by far the cheapest, especially the test strip which is where the commercial brands really gouge ya. Haven't done a side-by-side comparison with any other brands, but the Target brand seems accurate and very simple to use and the lancet to prick your finger hardly hurts at all.
All you do is clean your finger tip with soap and water, or an alcohol pad (Target has those dirt cheap too). Place a new needle in the lancet. Set the lancet dial for how far the needle pokes out (mine is set to 3). c**k the lancet. Put a test strip in the side of the glucose monitor (you'll have up to 3 min to put your blood to it before you have to re-insert the test strip). Put the tip of the lancet barely right up to the skin of your fingertip (you don't have to press it hard up to your fingertip). Then press the trigger button on the lancet. Then squeeze out just a drop of blood the size of a pinhead from your fingertip and put it up to the end of the test strip so it draws in the blood drop. Then about 5 seconds later the monitor read out your glucose level.
When I do it, if I'm pricking the fingertip of my index finger, I kinda squeeze it with my thumb and middle finger. Seems to hurt less that way even though it really doesn't hurt at all. It feels more like you're flicking your fingertip with the fingernail from your other hand than a needle prick. The anxiety about doing it the first time is the worst part!!! =P