What needles do you guys use for C. elegans microinjection?
I have always used Eppendorf FemtoTip (5242952008) but they have been discontinued 
I’ve always used microcapillaries and a needle puller. I’ve never used FemtoTips, I don’t know if you would need a different needle holder to use needles made from pulled microcapillaries. Also, if you’ve never pulled your own needles you will need to practice breaking the end off of the pulled micropipette to get a good tip (sharp enough to enter the worm easily, but a big enough break to give a good flow without rapidly clogging).
If you want to pull needles but don’t want to buy a needle puller (either new and fairly pricey, or used and possibly incredibly cheap - if it works), you might be able to find a local electrophysiology lab that would let you pull a bunch of needles on theirs; pulling them takes almost no time on the machine.
Fortunately, Femtotips are not discontinued. Eppendorf sold off their microinjection/micromanipulation branch recently and the needles are being sold by Calibre Scientific - https://www.eppendorf.com/us-en/local-pages/micromanipulation-products-available-from-calibre-scientific-exclusively-soon/
We were able to ‘special order’ them through our Thermo rep for basically the same price. You can also order pre-pulled injection needles from Tritech, if you have the capillary adaptor for your Femtojet system. They work fine, just not quite as good as the Femtotips. Much cheaper though.