I went a similar but slightly different route to Raven. I brought the studs and home piercing gun from walmart. The studs are sealed in a sterile box on the cartridge you load onto the gun. Then after sterilizing the ear and marking up with the included pen, you just put the back of earring in the gun to the back if your ear and gently squeeze, make any final adjustments to position as the point get close and then in it goes, all the way through until it clicks into the back and releases from the gun.
I went this route as i was quoted $20 per ear in tattoo shops and the few i tried had limited jewelry to go in (basic barbel) Wasn't too keen on Clair's, didn't want to sit in the window, too many story's of they cant clean the gun properly, and who knows the experience of the assistant. Ok so my partner had no experience, but I trust her and it looked easy and at home we could spend as long as we liked to get it where I wanted it etc, I also felt with a sealed home disposable gun i didn't have to worry about it having been used on anyone else, and finally the studs and even including the $5 gun was cheaper than elsewhere.
The pain experience was, left ear just a pinch, right ear a bit more uncomfortable but that ear has been a PITA throughout as its the wrong hand and back to front and awkward for doing anything, I have been putting in clear retainers when I'm around people I'm not out to, which are very fiddly but my partner can put them in the left ear easily but getting the tiny back on the right takes a bit more frustration.
After they were done, for a day or two it felt like pinching like when i have worn clip op converters, but after that its just super paranoid taking off jumpers, rubbing my ear etc that i will rip my ear off, haven't yet but .....
Four weeks in and they are barely noticeable, occasionally a bit of itching, cant wait to get dangaly ones in now though but should probably leave it a bit longer.