They have shots at Tractor Supply, and other farm type stores. I use the Spectra 9. I've heard that the 9 or 11 aren't necessary all three times, but it doesn't hurt, barely any price difference from 5 for instance, and gets them on their feet for the main dog diseases. I do 4, 6 and 8 weeks, then you'll need a vet puppy check later and they do Rabies and possibly a booster.
Under the skin on the neck is pretty easy.