Most shots are given in the scruff or fat of the neck.
If you don't know what you are doing you shouldn't give it until you consult your vet about protocol, what is in the shots (some things can cause severe reactions or other problems and aren't given under certain circumstances and even protocol with certain breeds sometimes ect.), know about vaccines and titers ect. And reactions. There can be some serious problems and there are some simple and common mistakes that you can make which would pretty much cause the vaccine to be ineffective (like temperature and light exposure so if you purchased a single dose and it took you 15 to 20 minutes to get home or whatever it may be useless now) and useless or cause other problems. There are even reasons some manufacturers are generally preferred. If you want to do it yourself (besides rabies), okay, just know what you are doing first. Just because you can buy and do it yourself doesn't mean it is safe to do so and often not at all without the experience and knowledge to do it.