OK, I realise this thread is quite old now, but I thought you might like an update.
I had my ears pierced by a very reputable company about 3 weeks ago, and they used a gun. It didn't hurt, they're dead straight, the woman was veyr professional and asked me lots of questions to make sure it was going to be fine. The gun WAS sterilised beforehand, not that it would matter as the actual gun never comes in contact with either your ear or the earing (they're in plastic sheath things).
I've had no problems at all, and i'm making sure I'm looking after them well.
And Lozza - you said it would cause loads of scar tissue, the holes from the first one? I didn't have any, as they'd healed up really well - you couldn't even tell I'd had them done, so I was ok in that case.
I still think guns are the better option - i woul dhave passed out if they'd used a needle, I know that for sure, and I would have flinched, making them wonky.
I guess everyone is entitled to their own opinion, but I still feel that this was the best way for me personally to ahve them done.