I never cut but the reason the wrist is a common area is that there are veins in there carrying lots of blood, close to delicate skin. I've read that the skin there also has less pain receptors than other such areas. You can try pinching lightly, you'll be able to feel the less sensitive parts that way. I'm thinking about CTB by cutting but I'd use ice to desensitize the skin, and take some painkillers and anticoagulants, and get borderline blackout drunk beforehand.
Edit: I'm also thinking about using broken glass to make the incision. The best would be obsidian I guess, but not sure if it would be worth the trouble getting my hands on that. Would a razor blade be better than a broken glass shard? I don't know this, please help.