I usually get my injection supplies from Strohecker's, but before I realized that they did that, I ordered syringes, needles, and alcohol wipes from Grogan's:
http://www.grogans.com/servlet/shop?cat2=124&cmd=FNo prescription is necessary, and they have a huge selection at good prices if you buy in large quantities (around 100 needles).
I used to use 3mL syringes, but recently switched to 1mL. I like the 1mL better; I think I am more accurate with my dose using these. To go with the 1mL syringe (BD brand, with tuberculin slip tip), I get BD Precision Glide 1.5" 18G for drawing needles and BD Precision Glide 1" 25G for injection needles. These needles are the same ones that were compatible with the BD 3mL Luer-Lok syringes I used to use, so it was easy to switch.
I'd link you to the Grogan's site directly, but linking the search function doesn't work so well. Just search these product numbers:
BD 1mL syringe: BD309659 @ $30.25/200
BD 1.5" 18G drawing needle: BD305196 @ $10/100
BD 23G 1.5" needle: I looked, but they don't have 23G in the 1.5" length. How about 25G 1.5"? I find that the 25G doesn't take excessively long to inject with, and it is a bit nicer to stick in than the larger gauges.
BD 25G 1.5" needle: BD305127 @ $9.55/100
For one syringe and two needles, that's about $0.35 per injection, not including shipping costs (don't remember what those were, but it wasn't too excessive).