DS1 gets them regularly (at least a few times a year). I'm honestly not sure what works... but when I take him, he's fine. He was sitting in the chair by himself at age 4, as long as it was an appropriately sized chair.
We call them "pokes". He knows they're taking blood, and that the doctor needs some to check it and make sure that his body is doing well, or that the medicine is working, or so one. He knows it hurts, but only for a few seconds. (The truth, as long as it's done well: I've had enough myself.) I know I worked to distract him from looking the first several times, but he seems to be able to look without problem. (I feel faint if I watch when I have blood drawn!)
He also knows where any office we've taken him to keeps the sticker/lollipop stash, so that might help as well.
He has gone through phases when he screams and needs to be held down if DH takes him. So, there's something going on there... not sure if it's just that having mommy there is more settling for him or what. It's actually not the location, since we've gone to a few different labs.
Oh, and though he's good with blood draws, the kindergarten shots were filled with him screaming bloody murder. So, it doesn't work for everything...
mommy to three boys: A, 3/04
and identical twins B and D, arrived 9/08