I personally have both a soldering gun, and a soldering iron. There's a reason the pros use soldering irons for electronics work. It is very difficult to hold a gun-shaped object very precisely, especially since the heavy heating coil is inside. A good soldering iron weighs almost nothing, and is held much like a pencil, which makes the whole thing much more steady and simple.
Use a soldering gun for house and car (read: heavy duty) soldering. Use a soldering iron for electronics.
If you're serious about robotics, you will end up spending more on your tools than you do on your actual robots. A good soldering iron is really fundamental. You're going to spend between $100 and $200 for a decent quality iron, and its very worthwhile, because you spend so much time working with it.