Thanks for all the replies. I've tried the local pharmacies, compounding pharmacies, Kmart, Shopko, Target, Walgreens, Walmart, Sam's Club, and the local hospital pharmacies. No Costco anywhere nearby. I've also checked Craigslist, but nothing there. No one is willing to sell individual pens.
I guess I'm just going to have to pony up for the 10 ml vial and order from a Canadian pharmacy at a later date. With the 10 ml vial, do most of you use some sort of vial protector? I've seen them advertised. Also, any suggestions on needles? The ones they have for me at Walgreens may have difficulty drawing 1 unit.