There actually lube injectors being sold on the market these days, available at most of your favorite online, or BDSM store. They are red in color, and come 3 to a pack. However it appears there are 3 in the pack. Actually 3 bodies and only one plunger.
I've tried these, didn't like them. First, their small, don't have a lot of capacity, although really not intended for injecting a lot of lube to begin with. Basically just enough for sexual penetration, and intercourse, (either vaginal or rectal).
Second, I felt somewhat cheated that there was only one plunger in the pack of 3. Would have been nice to have 3 complete units, so a second injector can be filled up and ready to go in the case more lube is needed. And they weren't cheap...
I agree with others here, a simple syringe from a pharmacy does work well, and are very cheap in comparision to that package of 3 widely carried by adult stores and online suppliers.
A 60cc syringe is quite large, (and I have purchased these for as little as $3.50), but naturally it doesn't have to be filled up all the way. And with a larger tip on it, somewhat thicker lubes can be used in it. Typically when I use mine, I would take the plunger out of it, point it downward, either put my finger over the tip, (or if it came with a cap), put the cap on it. Then fill it up from the top.
Even if filling it up halfway, one thing is important... Once there is the desired amount in there, the plunger needs to be put back in the base, but only set in there. Not pushed in to the point to where the lube ends. There will still be air in the syringe!
Once the plunger is in place, tip it upside down so the tip is facing upwards, and remove your finger or cap from the tip. The lube will fall to the bottom where the plunger is. Depending on how thick the lube is, it may take a bit for the lube to all slide down to the plunger.
Once all the lube is down at the bottom, 'gently' push the plunger upwards to push the air out, and move the lube up to the very tip, then you're ready to go.
For those that want deeper insertion of lube, I've taken a red rubber urethral catheter, cut it down to the desired length, and glued it to the tip of a syringe. However with the smaller opening of the catheter, this is only good for thinner type lubes.
Some of the more extreme BDSM stores, (check Mr. S Leather), carries a lube inserter, very similar to an automotive grease gun. Really made to pack 'a lot' of lube into a cavity, such as before a fisting activity. And it will handle much thicker types of lubes, even Crisco.