Personally I'd say there is no difference; I've stuck out on syringes in the uk for ages just because I found them lightweight and convenient; but recently moved to pre-filled pens. The cost to the NHS for prefilled pens vs syringes is pretty negligible.
Syringes were fine for me, pens might be less embarrassing to use in public maybe?
Syringes were fine for me, pens might be less embarrassing to use in public maybe?