Largely, they all work to a degree. For smaller cooks, you can use the free ones that come with some injections. Those tend to last a time or two, but are generally worth about what you paid for them. You can find much better ones in that size range made of Stainless Steel that hold up much better. I've had mine for probably 15 years now and injected perhaps 1000 butts with it, it's still going. Getting larger, for things like whole hogs and such, you'll want one that draws from a bucket and is much larger, the kind like you'll find at jacksoldsouth.com. Otherwise, you can get the good smaller ones almost everywhere; I think I got mine online at amazon, but I dont recall...
[ame="http://www.amazon.com/GrillPro-14950-Marinade-Injector/dp/B001HUQKUG/ref=sr_1_4?ie=UTF8&qid=1359119700&sr=8-4&keywords=bbq+injector"]Amazon.com: GrillPro 14950 Marinade Injector: Patio, Lawn & Garden[/ame]
[ame="http://www.amazon.com/Kuchenprofi-89403-Marinade-Injector/dp/B001GI9M0E/ref=sr_1_33?ie=UTF8&qid=1359119822&sr=8-33&keywords=stainless+steel+injector"]Amazon.com: Kuchenprofi Marinade Injector: Kitchen & Dining[/ame]
[ame="http://www.amazon.com/Bayou-Classic-5011-Stainless-Steel-Seasoning/dp/B000KDZ1VA/ref=sr_1_1?ie=UTF8&qid=1359119666&sr=8-1&keywords=bbq+injector"]Amazon.com: Bayou Classic 5011 2-Ounce Stainless-Steel Seasoning Injector with Marinade Needles: Patio, Lawn & Garden[/ame]
[ame="http://www.amazon.com/Cajun-Injector-Commercial-Fat-Marinade/dp/B000BI4FR0/ref=sr_1_19?ie=UTF8&qid=1359119601&sr=8-19&keywords=bbq+injector"]Amazon.com: Cajun Injector Commercial Fat Boy Marinade Injector: Sports & Outdoors[/ame]
[ame="http://www.amazon.com/Competitor-Brine-Marinade-Injector-Cutlery/dp/B0091UBEAA/ref=sr_1_16?ie=UTF8&qid=1359119513&sr=8-16&keywords=bbq+injector"]Amazon.com: BBQ Competitor Brine and Marinade Injector from Mad Cow Cutlery - German Made: Kitchen & Dining[/ame]