I can't remember where I read it, but I read somewhere (a human diabetic website) that you can use lancets twice before they dull enough to cause issues, so that's what I've always done. Never had any issues--it's not likely an infection will be caused by reusing a lancet two or three times, and I use a little neosporin after each poke anyway. The majority of human diabetics reuse their lancets.
Syringes are a different story--you never want to reuse a syringe.