I grew up in a rural area, and got scrapes and bruises all the time as a kid, so I've never been scared during blood tests. I was a bit anxious before my first blood test, because I'd heard from others about how horrible it is. But once I actually got in there and had a needle jammed into my arm, I wasn't really bothered.
Humans have a fair few litres of blood flowing in our veins. Trust me, losing a little bit of it to a needle isn't going to kill you.
I've always hated the dentist though, because having a hoover stuck into your mouth is not at all pleasant.(they use a vacuum tool to suck all the excess saliva out of your mouth before putting a filling in)