Insulin, whether in a pen or a vial, does not need refrigeration as long as the temperature is between 45-75 degrees (or thereabouts). Airconditioned homes are generally adequate. However, I keep mine in the refrig so I can locate it quickly. BTW, Byetta is the same way, although it is not insulin.
Google for the brand you are interested in and check out the mfg website.
Unopened insulin (vials or pens) should be stored in the refrigerator. Open vials or pens that are in current use are generally good at room temperature for approximately 28 days (refer to manufacturer's info for specifics). I always teach patients to keep their current insulin at room temperature. Cold insulin can sting! Refrigerating insulin after it is open does not extend its life...it is still only "good" for approximately 28 days. The manufacturers maintain that it is penetrating the rubber stopper over time that degrades the insulin, not the room temperature. Insulin should never be used if it has been accidentally frozen. It should be keep at under 86 degrees.