It is imporatant that you are going to the best place possible to have a piercing. I have made the mistake of having a nostril piercing with a gun at a hairdressers and a tattoo parlour for a body piercing - these are absolute NO-NO's.
Piercing should NEVER be done with a gun, believe me, pay a little extra and get your piercing done (even ear lobes) done in a PROFESSIONAL body piercing studio, NOT a tattooists that do piercing as a sideline. Get it done with a NEEDLE and it will save you pain, aggravation and money on products to stop your new piercing from getting infected or to clear up the mess that they have made of your body.
Make sure that your piercers are registered - look for a certificate. If you can't see one then ASK!
Your body piercer should be wearing gloves (not wooly one's!) when doing any piercing and long hair should be tied back.
A good piercers will own something called an autoclave(a sterilizing unit) and all their surfaces should be clean and wipeable - even the floor.
Make sure that their needles are disposable. This is probably one of the most important things to look for when having a piercing - HIV and Aids are a reality - it COULD happen to you. They should open the packet with the needle in it in front of you, if they don't then ask them too.
All other equiptment should be either disposable or autoclaved (sterilized) and all dressings should be sterile packed.
A good studio will offer adequate information on how to care for your your new piercing and they will also offer help if anything goes wrong with the piercing.
In my local area (Brighton, East Sussex, UK) the best place to go is Perforations (follow the link below). They can be trusted to give you the best possible sevice.
If there any questions do not hesitate to ask me - I may be more honest then a studio that wants all the business it can get, if you don't trust me ask Perforations.