guess I'll weigh in on the gun vs needle debate here. I've had 14 peircings (lots of holes i don't have jewelry in), with both needles and guns, and I'm definitely going for needle on my next one.
why its better-
Anyone who will be doing a needle peircing in a shop has completed an apprenticeship program, with hours and hours of training on safety, cleanliness and anatomy. Peircing needles are sterilized in an autoclave, and in many shops have designated rooms that are kept as sterile as an operating room. and the big difference, hollow needles. It makes a bigger difference if you are peircing through cartiledge, but can affect healing. With a hollow needle, you are basically punching a hole and removing the little bit of skin.
Compare to a Claires-type place in the mall, and its kind of a no-brainer. The girl with a gun in the mall probably had minimal training, and is likely making close to minimum wage. If the gun has been cleaned at all between customers, it was probably just a wipe down with an alcohol wipe. Then, instead of a needle, they are using an earing. Instead of removing the skin, its being pushed to the side to make room for the post, which is why you can get bumps sometimes with gun piercings. Also, its just annoying to have the point from the piercing stud poking you in the neck, or side of your head.
I had 6 of my 14 peircings done in the mall with a gun, and was lucky enough that I had no problems with them, but I wouldn't reccomend that method to anyone, or go that route again myself.