The manufacturer says that lantus lasts for 28 at room temperature once the container has been opened ( the first shot.) Since we keep ours in the fridge it should last longer, but the clock starts ticking as soon as you draw a dose.
The vial has 10ml and should last at least 28 days unless you are on a high dose. If it goes bad you have to throw the remainder away.
The pens are more expensive initially. They come in a pack of 5, each containing 3ml., so you are getting one and a half times as much insulin, 15ml. That is part of the price difference, the other is the extra packaging. However, each pen has it's own 28 day countdown, so that is 140 days minimum use that you will get out of a pack of 5 pens and it could be longer. So in the long run it is more economical to buy the pens. Some pharmacists insist that you cannot use a syringe w/ the pen but it is not true. Look at the pix in this sticky
http://www.felinediabetes.com/FDMB/viewtopic.php?f=9&t=151 Print it out if they don't believe it is possible.
We still use syringes to draw the insulin and give the shots. We treat the pens like mini vials. Don't get the needles that are meant to be used w/ the pens. If you use them to shoot directly from the pen you can only give full units, the pens cannot be set to .5 or .25 units.
Some hospital pharmacies or university medical centers may be willing to sell single pens. You will also need a different Rx from you vet to get the pens instead of the vials.