I love the shoulders first and foremost... I like the thigh a little bit better because it is more accessible and you seem to have more control... ONce you get into aspirating and all that, a glute injection can get damn right tricky.
delts have been the easiest so far. I haven't even attempted glutes b/c I can't even reach them without contorting my body in all messed up ways. I started with quads but hitting nerves is definitely a pain in the ass. I've hit one 3 times in row and it sux