I had mine done when I was about 7, and my dad was adamant that we went to a proper piercing studio, not some nasty place with a gun and I have to say it didn't hurt me one bit. It was my decision and my mum and dad made me me think about it for 6 weeks after I'd asked. Fast forward another 7 years and I went to get them done (again) at claires with a gun (how dumb was i huh?) and my god did it hurt!! I cannot believe that people let their children have a blunt object punched through their ears when they could wait, let their child decide, and then at least take them somewhere decent to get them done.
Now I have 8 piercings and I can safely say to anyone who's going to get their children's ears pierced... take them to a proper studio and get it done with a needle... it may cost more, it make look more painful but in reality it's not, it's far safer, and there's less chance of infection.