I would like to say that I was exhausted, or it was the middle of the night, or something similar. It was not. I was changing out a line on a very sick gentleman, it was the middle of the day, and I had not been on call the night before. I had all the proper equipment. I just struggled getting the Keith needle through the skin, and ended up plunging it into the pad of my thumb all the way to bone. Yes, it was a solid needle, but again (without going into too many details) this guy was very sick.
It was the only time I ever went through the occupational health clinic. I elected not to do any HIV prophylaxis, and the patient did come back negative. Nonetheless, I had a wife and kid, and it was still very stressful.
In answer to the original question, I have lost track of the number of times I have been poked, cut, scraped, etc. We work with heavy duty hardware, and broken bones are as sharp as knives. It is rare that anything breaks the skin, but it does happen once in a blue moon, even with doubled gloves. I don't worry about it. I am fully immunized, in a monogamous relationship, and I get an HIV test annually.