Brad or Finish Nail Gun

Definitely the Brad nails. The finish nails will leave larger holes (16 gauge vs 18 gauge usually) and will be more likely to split the wood. Based on the size of your shoe, i dont think you could use pin nails (18-23 gauge).

The Big Box home improvement store always sell kits with finish, brad, and pin nailers for pretty cheap. Some have 2 guns, some 3, and some come with other stuff. I've always found that the best way to go.

Just did a quick check for some kits. Home depot 3 piece Kit for $99. I have had good luck with the Husky Brand from HD. Lowe's had some kits but they were name brand and a lot more expensive. Could also check out Harbor Freight, their stuff is definitely cheaper quality, but maybe that is ok for your situation and usage.

Even on a good day, brad nails can curl on you. Through your fingers, if you aren't careful.

However, if you look closely at the pointy end of a strip of nails, you'll see that they're cut at an angle on only two sides. (The other two sides are the ones adjacent to their neighbors in the strip.) Anyway, the nail is predisposed to curl in the direction of one of the cut sides.

(Phrased another way, if you hold the nailgun vertical, the nails are prone to curling left or right.)

So you can use this to your advantage... if you're nailing into the edge of plywood, have the nailgun perpendicular to the plywood. That way, if you get a curl, it's probably contained within the ply, as opposed to shooting out the side.

You didn't ask, but a tip for those nasty curl outs: bend the end of the nail back and forth. It'll usually break below the surface of the wood, and you can fill. If there's not much nail to grab, use needlenose pliers.