I originally used the vials. Now, I use the pens and I am about to get my first insulin pump.
The main advantage of the pens over the syringe and vial method is that the pens do not need to be refrigerated once you start using them. Just slip into the purse and go! I keep the pen needles (the part you screw on) in a little make-up bag inside my purse. When I get home, I put all of the used ones into my sharps container.
That is great for women but what about us men. I have gone to walmart and got a little hard shell case for about $10 they have them in several areas of the store but I did find mine in the school supplies. Works well as I am hard on things and I am sure it has saved me more than I have spent on it.
I was originally on the pen - hated them :( The bulk of the pen in no way compares to the sleekness of a syringe, for moi ;)
I'm terrified of the pump - I like my needles, have never refrigerated my vials (never told to); if kept in the proper conditions the vials I use are fine for 30 days outside of the fridge. I too use the trusty ol' make-up kit (holds a vial and needles just marvellously) - good luck with your transition to the pump!! :)
Phill - I used several different pens when I was first diagnosed (I use syringes now, as I found the pens too bulky for me) and each one pen came with a case and extra slots for insulin and tips (it was a hard case, you dropped it, it fell apart, but simply snapped back together)...perhaps, contact the company you purchase your pen from and see if they have something...?
I've never, ever refrigerated my vials once I start using them (they are in the fridge beforehand, of course).
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Cool - that makes me feel better (that I'm not alone! Ha ha!) :)