Walmart has a decent one on their shelf for around $5
http://www.walmart.com/ip/Mainstays-Flavor-Injector/14964956
I inject my butts with apple juice, or peach nectar mixed in with a quarter cup or so kosher salt. Mix throughly and inject. I try and make as little holes as possible.
I will go for the leanest part, go in and all the way down. Inject a small amount, back out a hair, go another angle. Do this all in the same whole. When its all out of the needle I am close to the top. Just leave it in for another second to let the pressure equalize. I do this with a bout a cup of injection to say a 10-13 pound butt.
Very little exterior wholes, but injection in most of the butt.
In my experience it creates more flavor on the interior meat, and adds a bit of juiciness.
Really helps to if your bark doesn't perform well, the injection is there to boost the flavor.
Injected a brisket a couple of times with beef broth and other stuff, never really seemed to be to productive. Meat is tuff, Grain is large and it spits it back out most of the time. Plus you get left with nasty looking worm holes in the beef.
Never injected a chicken or turkey, just brined.
I know a lot of this info may have already been covered or discussed until the end of time, but these are my personal experiences. Hope they help.