Ok, I realize I kinda danced around your question.
It is legal anywhere to buy needles provided you have a prescription for them. That is how I've been able to get them filled locally despite my insurance company saying that they will only pay for them if I use my ins company's (Aetna) preferred (mail order) pharmacy.
I have prescriptions for every type of needle I have. However, I just choose not to fill them through my insurance company's preferred pharmacy. I don't get the "benefit" of the insurance company paying for them, but my copay is higher than the cost of the needles!
You raise a good point about being extra careful. IMO, having a prescription for anything that you are trying to buy is a good way of being careful. Perhaps even that can be considered a grey area, but I'm comfortable with it.
Sonny