The top of your ear

I don't have mine done but I heard it doesn't hurt as much with a needle and plus people who have had it done with the gun have had more of an reaction to it. But don't take my word for it, this is just what I've heard

MAKE SURE YOUR PIERCING IS DONE WITH A NEEDLE AT A REPUTABLE PIERCING ESTABLISHMENT.
The pain is short and sharp. Afterwards, your ear will feel like its really hot and throbbing a bit and for the following days/weeks it'll be tender but not unbearable. Depending on how well you look after it, it won't last long so make sure you clean it well and with instructions from the piercer. It's advised not to use rubbing alcohol or anything too strong on it as it can dry the piercing out.

Guns can not be sterilized, they just wipe an alcohol wipe over it which by the way doesn't kill blood born pathogens such as HIV (aids) and hepatitis. Also, when using a gun, the cartilage is put under immense pressure with a blunt object being fired through it which tears the cartilage, whereas a needle is hollow and pushes the cartilage out of the way without damage.

Good luck.