For diabetics, you are usually injecting insulin, which should be rotated around parts of the body (any fatty area) to avoid scar tissue build up.

In this case, however, I was talking about glucagon, which is only given in emergencies (to messed up to ingest sugar). Glucagon needles are much larger than insulin needles, and can be shot straight into the leg through jeans. The arm would work too, but might be more likely to leave soreness. The main thing is to administer it as quickly as possible.