Any 3d modeling program is good to model a gun. It all comes down to your experience with them. Blender is capable and more or less the only real alternative, if you don't have the money for a big one like Maya, 3ds Max or similar, but the User Interface takes some getting used to (it is horrendous).

To it into Unity, export it as .obj or .fbx and Unity will be able to import it (not sure about other formats, since I only use these two, but I heard Unity can also import .blend files - Blender's native format - but I have no idea, how good this works).

I did all the design work for my gun (and will for the rest of Unity3D) on Google Sketchup 7. It's free, easy to use and allows pretty much anything to be built. Although it's based around lines and basic curves, the designs you can achieve with patience are comparable to those made in other 3D editing programs.

Once you've done drawing, go FILE > EXPORT > COLLADA (filetype)

Open Unity3D. Go ASSETS > IMPORT NEW ASSET and find your gun.

The quality is great, and don't worry about those lines you made drawing the gun since they disappear once it's in Unity.

You can also design buildings and scenery here, and grab models from other people through the Warehouse. You may find the textures library small, but you can add your own textures by following this video:

How To Add Textures