IVF process, injections, etc - how bad or not is it?

My doc has suggested we try IVF; we're both healthy with no indicators of problems to conceive - but I'm anxious to get this going... I'm 38 and haven't been able to conceive on my own in about a year. I'm nervous about injections and side effects of the drugs - also the egg retrieval and transfer process. What is it really like?