Would be without it, it's a crafters must have also a must have is a static bag rub it all over your card, costs about £3.00 if you are embossing on pealised card especially it stops the embossing powder sticking through static,to parts of the card you don't want it to.
I've seen heat guns as cheap as £6.99 but I don't know the quality. I've had mine three years, touch wood it's still going fine.
Embossing is great fun, practice on cheap card like the big packs from Asda for £3.00 somthing.