I agree that it all depends on you pain tolerance and ear care.
My friend and I both got our cartilage pierced at the same time. I'm a boy and she's a girl. She went first and didn't even flinch. According to her, it didn't hurt at all.
When I went, I didn't feel any pain. I was actually surprised by how painless it was. I heard a tiny pop (hers didn't pop), and it was all through. We both got ours done with needles. From what I hear, that's definitely the best way.
One shouldn't go to the mall to get cartilage (or anywhere) pierced. The guns use force to drive a stud through. Plus, a gun cannot be cleaned well. The needles are clean and safe. They only use them once.
So far (two weeks in), the piercing is healing well. It doesn't hurt at all, and I can already sleep on it.
Just get it done with a needle, in a clean, professional environment, following the piercist's cleaning directions, and enjoy!
Hope I helped!