I just created an account so I could reply to your post.
My ears have been pierced since I was 6 months old and my cousin was 3 months old.
I support piercing a baby's ears because I don't remember it. My ears have been pierced my entire life. I don't know anything different and I wouldn't want to have it any other way.
I suggest going to a tattoo parlor. They have all the proper tools, are extremely clean, and very professional; the chance of infection is very low. They will also have hypoallergenic earrings, which are best for first time piercings.
Do not do it yourself or take your baby to one of those places (like Claire's) in the mall; piercing guns are awful and the chance of infection is extremely high.
I think the best ages to have ears pierced is 6 months or less, or 10+. Both age groups are less likely to touch their ears and/or mess with the piercings, so the chance of infection is low.