I know I'm adding to what has previously been said but having had plenty of experience being pierced I wanted to reiterate some things.
Piercing with a gun causes your ears more trauma because you have forced a blunt earring through and it therefore requires a longer healing time . It is unhygienic, think about it, that gun has not been sterilised even if the earring has. The studs used in a piercing gun do not allow your ear the proper room to swell which is a normal part of the healing process. You can end up with a butterfly back embedded in your ear. All in all it is a very bad idea. Anyone who knows anything about piercing will tell you not to go to a place which uses a gun to pierce any body part.
Self piercing can be safe if done properly. You need to have everything sterilised in autoclave first. You also need to have a clean area in which to pierce and several changes of gloves to use during the piercing so that you do not contaminate your ear or any of your equipment.
Freehand piercing, without a clamp to hold the ear in place, is more difficult because the skin will tent as you push the needle through. So unless you have a clamp, 2 hollow piercing needles of the correct size, jewellery (made from stainless steel or titanium and with a long enough bar to allow the piercing to swell), a shorter set of jewellery to change to once the piercing is healed and the means by which to sterilise all of this equipment I would recommend going to a licensed piercer. It is the best way of minimising trauma to your ear, potential for infections and pain.
For piercing information online I would recommend bmezine. If you are serious about wanting to pierce yourself then you will find pictures, information and advice. If you just want to pick up a needle and jab it through your ear so you don't have to pay then wise up and head to a professional.
I had a friend of mine (who's done most of her own piercings herself) to do one of my piercings and it was absolutely fine. As long as you make sure your ear is well numbed beforehand (for me, this was actually the most painful part! numbing it with ice that is lol) and that the needle is sterilised, it's perfectly fine and pretty much painless too!
Yes you can, but only with the proper equipment. That means a sterile piercing needle and proper jewellery. Sterile meaning sterilised in an autoclave and then packaged for single use, piercing needle meaning a needle intended for this purpose, and proper jewellery meaning a titanium labret, barbell or CBR at at least 16g.
In conclusion, go and get it done by a professional.
Edit: WHAT this thread is 2 years old.
DON'T GO TO CLAIRE'S!!
I didn't get a job there because I said I'd feel uncomfortable giving piercings to under 3s with half a day's trainng - and if I told them that it hurt I would be sacked.
Yes, if you know what you're doing - I would I'd advise you not to unless it's lobes.
As for guns - only on lobes. I had some ****** take one to my cartelidge and when a reputable piercist forced the butterfly back out of my ear 10 days later you could see the cartiledge, it killed. *shudder*
Get it done properly - if you want to do it yourself, research it and go ahead, if you want to save money, don't bother.
It's the same with tattoos - what looks good ain't cheap, what is cheap doesn't look good. If you want to damage your body artistically, put your body in the hands of trained professionals who *know* what they are doing.