I don't disagree that rub doesn't penetrate too far in, and am skeptical of a marinade working as well as an injection.
I lay on a heavy rub with mustard "glue". The Barky bits are almost over the top, and the inside bits are more of a pure smoke and pork flavor. When it's pulled (or chopped, whatever) I just give the whole shoulder a really good tossing, so you get a great mixture of both in almost every bite.
As for liquid, at home I usually do big cuts like shoulder or brisket on my electric smoker and run it overnight. I don't need to inject or marinade - the water pan keeps it moist, and I cut out the wood chips after 5 hrs, so I don't need to wrap it either. Comes out juicy and tender every time.
For contests on a real fire, I inject with coke, apple cider vinegar and a bit of rub. Delicious.
The great thing about BBQ is how we all find a different route to the same party.
Cat Daddy's BBQ : 22.5 WSM / Masterbuilt Electric Smoker / Weber OTG 22.5 Cajun Bandit