Top: Edward Jenner performing his initial inoculation experiments in 1796
Bottom: Typical presentation of vaccination site when successfully inoculated.
You know those shots and nasal sprays you get for vaccinations these days? Well, it wasn't always like that. Though the practice of intentionally infecting people with Variola minor (much less fatal) to avoid Variola major goes back all the way to ancient China, Edward Jenner performed the most well-documented trials of using inoculation with Vaccinia virus (cowpox), in order to avoid later infection from smallpox.
Jenner, and many other physicians of the period, noticed that milkmaids and other farm-hands who had close contact with cows almost never became infected with smallpox during outbreaks, and hypothesized that the reason was due to the fact that they'd previously been infected by cowpox. To prove this fact, Jenner actually used his own children as guinea pigs, and inoculated them with the fluid from a cowpox sore on a milkmaid. To do this, he had to puncture the dermis with the infectious agent, and the child would contract a generally mild cowpox infection several days later.
As you can see on the lower image, the effects on the skin were not pretty, and the virus often caused substantial scarring, which can still be seen on most people who received the vaccines - just ask any relative growing up before the 1950s, and they probably still have that scar!
The method of Vaccinia virus inoculation to prevent serious smallpox infection was also much more dangerous than vaccination methods we have today. Approximately 1 in 1000 people would die from the initial methods , and approximately 1 in 75,000 people would die from the last methods used before we discontinued routine vaccination. This is because the virus was not attenuated (weakened) at first, and even when it was, you still had to have the body react as if it were infected in order to receive any immunity. It was a lot worse than the acute soreness some of today's vaccinations give us, but it still saved thousands of lives - Variola major had a 35% mortality rate in unvaccinated people.
Top: "The Vaccination (1796)" by Gaston-Theodore Melingue, 1879.
Bottom: Pediatrics: The Hygienic and Medical Treatment of Children. Thomas Morgan Retch, 1906.