i shot a lot of improperly filtered stuff back in the days where i just didn't give a fuck, and thankfully never got an abcess, although my veins are pretty fucked these days.
while i think i'd still shoot one or two injections if i was in a bad way and didn't have a micron on hand, it's not something anyone should do really. and shooting IM or SC without a micron will definitely sooner or later net you an abcess. if done properly - i think captain heroin posted a very good guide on this - IVing can be done with minimal risk. i know a lot of people frown upon blowing money on stuff other than drugs, but it really is worth it, a guy i used to score from lost most of his left arm and very nearly his life because of an untreated abcess.
also, all in all, i can understand where you're coming from. i had a similar phase. IVing was incredibly fascinating to me, back when i had a deathwish. and yes, it's fun. but all in all, if you're not doing it properly and over a longer period, there's a high chance you'll get an abcess or irrevocably damage your veins. i'm sure there are a few more bad consequences that could occur that i can't think of right now. all in all, take your drugs without using needles, it isn't the same instantaneous bang, but really, the quality of the high really isn't that much worse. opioids are still great fun, and plugging seems like a good alternative.
edit: yes, that was what i was talking about. follow that guide and you'll really minimalize the risk as far as possible.
edit2: does anyone know a good european (or german) site where i can order all that stuff? i was thinking of putting together an injection kit again, never know when that comes in handy.