The brand and type can make a huge difference in the useability of a basting gun. I know that, in the past, many of the guns sold for quilting were not the best type. Avery Dennison is the best brand I know, and you want the microtip (finer needle and shorter tacks that will hold a quilt sandwich tighter).
I found that using a basting gun was faster and a lot easier on my back than either thread basting or pin basting. Once I spray basted a quilt, though, I never used the basting gun again. Spray basting is much faster and much easier than using a gun. The only thing is you want a very well-ventilated area so you're not breathing in the fumes.