In completing my summer cut cycle (daily injections) I thought I would share a little personal knowledge from years of trial / error / mistakes regarding injections. (20+ years of experience)
First - there is a great site that shows pictures and has information on various injection locations (www.spotinjections.com) - very helpful.

Potential problems - If you do this long enough you are sure to experience the following at some point: Post injection pain (PIP), knots at injection site, swelling, soreness, and hopefully not - an abscess. I am lucky and have never had one (most of my friends have) - usually from bad gear or not following proper protocol cleaning the area or re-using needles (never do this). I have had several times where I was worried about and infection and got antibiotics early - good idea, better safe than sorry. Lumps / soreness - soak in a hot bath and massage the area - probably caused by high concentration of gear crystallizing and injecting too fast (warm gear up and inject very slow). Also at some point you will probably hit a vein, very common. You will get a blood stream / squirt out - put pressure on it, you will be fine. Probably have a bruise and lump, but it will go away in a few days. Goes with the territory.

I believe everyone starts with glutes (great spot) - but after time you will build up scar tissue and this area becomes tougher to use unless you can rotate enough so that you only hit it every couple of weeks.
After a while and if you inject frequently, you will need to rotate sites. I have also used: delts, quads, tricepts, pecs, and lats. I don't like quads because if I experience soreness it is hard to walk. Much easier to hide a sore shoulder. If you use these and do both sides of your body, that gives you 12 sites to rotate. If you take daily or EOD injections (like Tren, Winstrol, Test Prop) you will need them. I have had great success with Lats. Large muscle group and I very rarely experience any PIP or soreness there. Great pictures on the site listed above.
I used 22g - 1 inch needles - these work well for me. Also - high concentration gear (250mg or higher) I always run it under warm water first to thin out solution a little bit.
Finally, bad shots / soreness are part of it. Don't worry, you will probably be fine, but when in doubt if you think you have an infection - don't be stubborn, go to the doctor and get an antibiotic (if you don't want this on your insurance - go to a walk in clinic, use a fake name, and pay cash for visit).

Hope this information helps, we have all had moments where we had a bad experience with injections, hopefully they are few and far between. I did want to share the website, I think it is very beneficial if you plan to inject. Good luck, stay healthy.