To each their own. I have both.
The thing with a gun is typically they're larger, bulkier and you've got to pull the trigger and hold it while working. I also don't like using them when working with fine gauge wire. If you're not careful, it will heat the finer materials very quickly and melt back the insulation. In tight spaces maybe not the best tool for the job either. On the upside, they usually get hotter for those bigger jobs and when you're not using them, the tip isn't glowing red waiting for you to bump into it.
As for an iron, a variable unit is nice. They're usually light weight and you can reach into tight spaces. The down side, they're always hot and if underpowered for the job, you tend to put too much heat to the project.
If I had to pick one over the other, I'd go with a hefty adjustable iron just because of the ease of use but, it's all in what you're used to working with.
Good luck.