My impression is that pick guns are less destructive to locks than bump keys. Also, one pick gun can be used on any ordinary pin tumbler lock while bumping requires one key per keyway type.
If it was one or the other I would go with the gun. Besides, when you get a key machine (even if only a second-hand Foley-Belsaw and a set of space-and-depth keys) you can cut your own bump keys.