no. there is a chance you won't penetrate deep enough with the needle with a glute shot because that is where the most adipose tissue is typically stored. just make sure you go real deep and in the right area, and glute shots are the way to go. the thickest densest muscle in the body and i believe you have the smallest chance of hitting an artery/nerve in the glute area as well. although you should rotate injection sites every week and i would go with the delts as my second option.
glute shots FTW!