Yep, I scratch my thumbs until they bleed and cut myself with a knife. My spot of choice is just below the hip as it's the least visible on your body, you'd have to be completely naked for someone to notice the scars.
I've had to get stitches once, almost got thrown in a psych ward, too. It's just one of the few ways I have to cope with my dirty conscience, and, following an accident, it stung more than usual that day.
Now I'm thinking of buying a knife specifically for SH (also because I like them as objects) but safety razor blades might be cheaper and better performing, I don't know.