I want to get the industrial ear cartilage piercing, but when I went to Claire's to get it done, the lady said they couldn't do it, since the gun could shatter the cartilage...
This means, I would have to get it done with the needle, which I'm not particularly fond of... I have a very good pain tolerance, but I have heard the needle is extremely painful...
So, my question is: how much worse is the pain from the needle piercing than from the gun's?

I don't know the difference in pain but I do know that the lady at Claire's told you the truth.

My friend got his upper earlobe pierced with a gun, the people doing it didn't know it was dangerous. He got lucky but had the cartilage shattered he'd have been facing surgery and possibly deformity for his entire life. He did tell me that of the three piercings he has, this one was the most painful.

Bottom line, if you want it done it's only safe with the needle, so the pain isn't really an issue, the issue is, do you want it done?