Getting pierced with a piercing-gun is very unhealthy for your body. A piercing-gun inflicts blunt trauma force to the body (sort of like trying to punch a hole through your arm) which increases the chance for infection and an unpleasant healing process. ALL piercings should be performed with a hollow, surgical steel tribevel needle. This will alleviate the problem of "blowout" (having a volcano-like build-up of flesh around the exit hole of you piercing) and decrease chances for infection.
The first such problem is the risk of contracting disease. Most guns have plastic parts which cannot be properly sterilized, giving rise to the possibility of spreading bacterial infections, such as those suffered recently by a group of people in Oregon after getting pierced at a mall, or more serious blood-borne diseases such as Hepatitis B and C.
The second problem has to do with the shape and composition of the jewelry itself and the force applied by it to the earlobe (or any body part), making healing difficult. These guns were first manufactured to tag livestock, and inflict unnecessary blunt trauma to the tissue. The studs used by the guns have clasps which trap bacteria and which, when combined with the too-short post used by the jewelry, compress the tissue. This does not allow for any swelling, makes cleaning the site difficult, and reduces the availability of oxygen to the wound. In addition, the metal used for most of the gunned jewelry is of inferior quality and may inhibit healing by causing contact dermatitis or nickel allergies.
The best and safest option for any piercing, including earlobes, is to patronize a professional body piercer. These individuals have the proper training to perform safe piercings, unlike most physicians, and certainly unlike the poorly trained clerks piercing people in malls. Professional piercers observe proper sterile procedures, use a single-use, sharp needle which does not damage tissue, and good quality body jewelry made specifically for safe and speedy healing.