Gold and silver are generally the best (as far as I know) to make sure you don't have an allergic reaction (check for the metal grade stamp to make sure it's real), there's also "medical grade" stainless steel. I never had a reaction to the steel ones, but I switched out for the silver ones I use now.
I got most of mine done when I was younger with a piercing gun, but I wouldn't recommend that because the way it's done is literally punching a dull stud through the ear. I know a couple people who had a piercing done on cartilage with a gun and ended up having a lump form on their ear because it displaced the cartilage instead of creating a hole.
100% recommend going to a good tattoo/piercing place to get any piercings done as they will use a hollow thin gauge needle to punch out a small hole in the ear instead of punching a stud through it.