Care should be taken to follow all appropriate safety precautions when engaging in play piercing in order to avoid injury. One should dispose of needles in a sharps container. Most medical supply shops and drug stores will sell sharps containers, and will tell you where they should be disposed of.
Some states allow one to purchase needles without a prescription.
The smaller the gauge, the larger the needle diameter. Common needle guages for play piercing are 26 through 18. Different gauges of needles have different color hubs, but these colors are not consistent across brands. The plastic disposable protection around the needle is called the sheath. The plastic portion permanently attached to the needle is called the hub.