Save some money
Being able to administer injections yourself is a very useful skill that could save your horse's life in the event of an emergency.
Possibly more options for vaccinations
You can cause a lot of harm if you (or your friend) do it incorrectly. While it is considered a routine procedure, the safe injection site is relatively small, located between the scapula, the ligaments along the crest, and the cervical vertebrae (neck bones). Too high, and you hit the ligaments, too low and you hit bone, or worse, a vein.
The possibility of an allergic reaction and not knowing what to do about it.
I agree with corporal that every horse owner should know how to administer injections. Have you ever done it? I bet, once you do it a couple times, it won't be as difficult as you think. There could be times when being able to give your horse an injection before the vet arrives could save his life. Tetanus is one, Banamine is another in the event of colic, and Ace is useful for founder.
Maybe try DrsFosterSmith.com
. I found that they were cheaper in some cases, and often had more selection than Tractor Supply.
I think you should have your vet out to do it this time, make sure the way you have been taught is correct, ask questions, have him show you the exact spot for your horse (maybe tape it out and take pictures), how to check whether you're in a vein, and ask him to describe all of the possible allergic reactions for the vaccinations you're giving and what to do about them. Definitely worth learning!