I use the AccuChek SoftClix. It's my favorite...no matter what meter I'm using, I always use that lancing device.
I change my lancet when I change the vial of test strips...so right now I'm using OneTouch, after every 25 tests, I change the lancet. I use only my fingertips and one thing I do is I use only one finger each day. In that way, each finger gets a 9 day rest until it is used again.
One other tip, don't wipe your finger with alcohol before you test. Not only will it make your fingertip's skin harden causing you to use stronger depths with the lancing device, but it can cause false readings if the alcohol isn't completely dry.
For alternate site testing, most meters allow this nowadays. However, I've noticed that if I use my forearm, I end up getting little scabs where I tested. It almost looks like a cat has been clawing me...