I have only done the shots once but I think it is a faster way of getting your stores up quicker.
But if you go the way of the pills definitely get the methyl sublingual version. Methyl is closer to how your body uses it versus the cyano. You can look on the vitamin bottle and it will tell ou whether its methyl or cyano. This is the one I order from iherb. Since its 3000mcg now that my stores are up near 1000 I take it every other day.
I also add in extra b complex on top of my daily vitamin too.
http://www.iherb.com/ProductDetails.aspx?c=1&pid=4461
Hope that helps.