Not 100% clear on your question. There has long been glass syringes and stainless steel needles, which are boiled before use to sterilize, and are non-disposable (reused). This is likely not what you have.
We all pretty much use disposable needles which should ONLY be used once, period. I would not use the same needle twice as small amounts of blood in the needle from the first injection can become dry and crusted and then injected into muscle tissue, causing problems. Of course, this is the lesser evil compared to the increased risk of bacterial infection or other illness associated with reusing needles.
If you mean changing the needle after you draw the stuff up, before you inject into your body, thats not common practice. The reason for doing that is to use a larger gauge needle to draw up than to inject.
I personally never change the needle after sucking up the stuff. I take a fresh syringe, a fresh needle, unwrap both and assemble. I alcohol swab the injection site, the top of the vial and the needle itself. I withdraw the stuff, injection, recap and dispose. One syring, one needle per one injection.
EDIT: The above statement is purely hypothetical. This statement is in no way an admission of self-injecting any substance - including, but not limited to, performance enhancement drugs.