Behind the ear to mid-neck is best, as the skin is quite soft and easy to pierce. Try to avoid injecting directly into a vein, which I did accidentally once - piglet looked very wobbly for 10 minutes but fortunately recovered quite quickly. Sometimes I get the jab straight in and they barely notice, other piglets squeal like mad, wriggle and shake their heads violently. The first ones will be the easiest, as they have no idea what's coming. A large group soon gets the idea something's going on, and they will scamper all over the place to avoid their turn. If this happens it's useful to have two people, one to restrain the pig/pig's head just long enough to get the injection in. Best thing is to stop worrying and just to get on with it whichever way you can, ignoring the noise - it stops instantly once the jab's done.
If you are having a really hard time catching them and keeping them still enough to get it in behind the ear, the rump will do instead, but definitely avoid the spinal area or any bony parts, choose the centre of a very fleshy bit. Our sows usually make less of a fuss than the piglets with this jab, which for them is a very small dose and very quick to do. I do them within the first minute of starting a meal when they are totally pre-occupied scoffing nuts, and if possible first rub/scratch, quite hard, the exact spot I am going to inject.
Another useful thing if you have quite a lot of piglets to inject is a marker pen so you can be quite sure which ones have been done and which not.
One other thing I didn't mention before - always check the chamber on the vaccinator gun has re-loaded fully before doing the next jab. Sometimes it only half fills up, when the handle is released too fast or the bottle has gone sideways/upside down.