Size of pin will depend on if you are injecting an oil or water-based liquid. For oil-based injections like Test, you generally can't go any smaller than a 25g needle. For water based, you can go much smaller. I inject HCG sub-q using a 30g needle. For an oil based injection, you generally draw with a large needle like an 18g or 19g and then switch to the smaller 23g or 25g for the injection. You don't want to inject with an 18g needle unless you are masochist.
Rotating sites helps reduce build-up of scar tissue in one area. Glutes are preferred because they hurt less and are relatively hard to hit a vein. Quads are nice because you have a lot more control, but hitting a vein is easier and the quad injection tends to hurt more.
Sonny