I think the 29 size lancets are the best for beginning because they make a larger hole. Brand doesn't matter. I did have the best luck when I took the clear cap off. It made it much easier to see.
Other important things:
Make sure you are aiming for the little capillaries that come off the main vein that runs down the ear. You can use a flashlight to find them. Then put a dab of vaseline there so you know where to poke, plus it will help the blood bead up.
Warm the ear. At first, most cats need it. Take a thinnish sock and fill it with raw rice, warm in microwave until very warm but not hot.
Poke at an angle. At first, you may need to repoke in the same spot, without taking the lancet out. You can milk the ear, pushing toward the hole you made.
We have lots of people in England. We might have someone who lives near you?
Rebound is a possibility with a high dose. It's hard to get your head around, but it happens when the kitty is getting too much insulin and his body reacts to it by producing more glucose, giving him higher bg levels.
http://petdiabetes.wikia.com/wiki/Somogyi_rebound