First of all, it's called a gun. This should be enough to scare most people away. For those who want more explanation, please read on.
All professional body piercing shops use tri-bevel, hollow-point needles to pierce with. There is a reason for this. The hollow-point needle is razor sharp and makes a very small, clean incision in the skin and then opens up the piercing to the desired gauge. This means less pain, quicker healing and less opportunity for scarring and infection. There is typically no bleeding when the same gauge needle is used as the piece of jewelry that is being inserted.
The jewelry that is then inserted is a professional quality surgical steel. Due to its length, it allows for free movement through the piercing to allow for cleaning and the expanding and contracting of the piercing as the person moves. There are no solder points such as are used in piercing studs which are perfect places for bacteria to hide.
A piercing gun uses the piece of jewelry that will be left in your body as the piercing mechanism. It is a dull point piercing stud that basically tears it's way through your flesh. Additionally, the piercing gun was initially designed so people with very little training could pierce ear lobes. The piercing stud and gun were never meant to be used for any other purpose such as cartlage and definitely not other areas of the body such as navels, noses or nipples. The piercing stud is designed with the ear lobe in mind. It is simply too small for any other piercing and the back will cut into the skin if it is not against a flat surface.