Also wanted to add, horses can have reactions to shots, so I feel better with my vet around, esp for the weanlings first set. And you can give a horse a nasty infection if the needle (or area) isnt clean, I think it happens more when you do it yourself.
My vet is awesome, and he will recommend I do myself what is cheaper, and since he knows he ($40 per horse) is cheaper for vaccinations than I can buy them, he will tell me so, and he is out to do their teeth once a year anyway, so the farm and exam charge at $55 is no big deal. He flat out says I am better off giving the goats and dogs and heifer their shots - other than rabies - so we do.
The vet does the horses' vaccinations, but I at least know how to give them. I learned rather quickly when my pony had some kind of infection in his throat four or five years ago. We had to administer penicillin daily; we asked about keeping him at the vet's office for monitoring, and our vet just handed us a paper bag full of syringes, a huge bottle of penicillin, and his cell phone number, while saying "You don't even want to know how much that'll cost. I'll show you how." And he even dropped by (on his own time!) the next few days to make sure that we didn't have problems. Our vet is awesome. Then we got to do that all over again when Dante was gelded!
But we usually have the vet out for a check up anyway, so we just have him do the vaccinations then, since it costs the same whether he does them or not.