When DS had his they first had to weigh him, then calculate the dose, mix it up and it had to sit for 20 minutes -- apparently there's a chemical reaction and the stuff has to settle. We usually went toward the end of the day, so sometimes the nurses would get busy and forget about us, but if things were timed perfectly he'd have his shot and I'd pack him up and hit the door. This was after the first couple shots when we knew he wouldn't have a reaction.
Also, while I was waiting, I gave him a dose of baby tylenol in case he had any pain or reacted later from it. Don't believe he ever did, but I always give him tylenol right before he has any shots.