It's not pure nicotine, but a mixture of propylene glycol or vegetable glycol, flavoring, and then nicotine.
Some of the off the shelf disposable / prepackaged e-cigs aren't powerful enough to have a strong vaporization of the solution. When you're refilling yourself, it becomes substantially cheaper (maybe a few dollars for a month of heavy usage?), and with the higher end kits you can program your voltage / amperage settings on curves for your preference as you in inhale.