Something to keep in mind when giving injections is the guage and length of the needle, as some drugs/vaccines are thicker than others and require a larger bore needle. Also if giving a cow a shot versus a calf you may need a longer needle length to inject the dosage into the animal properly.
Dull and dirty needles can cause infection, so if you're using the same needle for multiple animals, change it frequently. They aren't that expensive.
Personally I prefer the all steel needles. I've found that the "cheapy" plastic base ones bend or snap off at the base occasionally and can be frustrating to deal with.
Remember that if all possible, give it in the triangle of the neck. Then at least if it abcessess (sp?), you're not ruining a more valuable cut ie. the hip.
Take care.