I have a syringe with a needle you can't remove, so no separate drawing and injection needle. It's 29G insulin needle. Works very well for me actually.
Higher gauge is less hard on the rubber stopper, so that's part of why I use this syringe, it also is a minimal dead space syringe so not much is wasted per injection. I also find it more convenient to not change needle, but it has some minor drawbacks. If something happens to the needle the entire dose you drew is wasted f.ex, and of course when you inject it won't be as sharp because you used it on the rubber stopper.
I do subcutaneous injections into my thigh, alternating which one I inject into, but sometimes I kinda forget which side I'm at and just pick one at random :P
I use alcohol wipes on the vial first and then injection site. After injecting I wipe the vial again because I often see a drop at the top of the rubber stopper.
I have moomin bandaids in case I need them :3