First of all, unless you intend to pay for the expensive test that tests for the virus itself, it usually takes 6wks to 3 months from the time of exposure for the test to be able to detect the antibodies in your system.
With that said there are three tests that I know of.
the normal blood sample from the arm taken with a butterfly needle (probably the one you're afraid of). Results take from 3 days to 2 weeks depending on the lab/clinic you go to.
Prick test 1. The "prick" test, where they prick the end of your finger and either place it in three little dots that they send of for testing (3 days to 2 weeks for results) OR
Prick test 2. rapid prick test, where they prick your finger and then put on some little plastic thing that reminds me of a pregnancy test, this one gets results in 20 min.
Oral swab, (another rapid test) where they swab your gums and test that, normally takes 15-20 min.
You can go here for a list of places in your area that do testing:
http://www.hivtest.org/subindex.cfm?FuseAction=search
if it says rapid that means blood (prick), oral means the rapid oral swab. Also note in Florida you can get ANONYMOUS testing, but check to make sure the place you're going offers it.
If you're planning on going to a normal doctor then they'll probably do the 1st one (draw blood and send to a lab).
The rapid ones I've only found at the free HIV testing clinics around here.
It's also worth noting that ff they have the prick test make sure to drink lots of fluids several hours before you go, so you'll bleed well (sounds bad but it's really not). They pricked me and we spent 20 min trying to get blood and only managed to fill 1 dot out of 3! finally they said screw it and got one of their "emergency" rapid oral swab test kits
hope this helps