To an extent it depends on where you're injecting coupled with the needles you have to work with.
IMO, it's best to go all the way in. Obviously if you're using a 1.5 inch needle and injecting your delt you don't have to plunge it all the way, but......
Some people recommend not going quite all the way in, in case the needle breaks. If you're using quality needles/syringes though, you'd have to try very hard to get that sucker to break.