I was on gonal-f and they told me I could do it whenever, morning or evening. I always did them in the morning, as I wanted them out of the way, so I didn't have to worry during the day and I wouldn't be able to forget them either. Sometimes they told me to wait with the gonal-f till after blood tests were done, in case the dose would go up or down.
Orgalutran wasn't too bad, the skin around the injection got all red and rashy looking after the first couple of injections, but after about half an hour that went down again. Have heard from others their skin did the same and I told the clinic, but they weren't worried about it.