With the numerous points we have to choose from for our steroid injections most will find the glutes and lateral (side) deltoid head to be the most comfortable and convenient points of administration. Injection sites such as calves and traps are highly warned against; although in terms of adequate injection sites they are fine, they can produce a fair amount of pain in the individual. No matter where you choose to inject always practice sanitary methods; do not reuse needles or syringes, clean the area thoroughly before injection and always sterilize with alcohol beforehand.
If you're going to use any injectable gear, then of course you're going to need some "darts." You can pick up syringes at your local pharmacy unless your state has certain restrictions. Also, you can purchase needles online. Just do a little searching around and you'll find several places that'll hook you up. Syringes will run you around 50 cents apiece. Note that it'll be more difficult to obtain needles (at least from the larger, more "legit" companies) if you live in California and Illinois. You'll usually need a doctor's prescription in those states. Still, if you look around enough, you can get what you need.