Contrary to what most people think, you're actually better off going to a real piercing shop instead of getting someone to use a piercing "gun". If you can't autoclave it, it's not truly sterile. Piercing guns can't be put into the autoclave because they would melt. The earrings used in piercing guns are fairly blunt and cause more trama than a clean slice with a sterile needle. Also, the standard for good piercing shops is surgical stainless steel 316LVM. There's a less likely chance that your body will react to it like some people react to gold plated earrings. There's also the option of using Titanium, which is lighter and more readily accepted by the body.

I say this as someone who has had experiences with both piercing guns and needles, and was serious about becoming a professional piercer. I didn't mean to bash anyone.