I had a really truamatic experience just days before Christmas last year. My dad's old pony Tinker had laminitis again, the only options for us was to keep him stabled 24/7 as electric fences he went over/under or straight through depending who or what was on the other side! As Tink was a pet, we didn't think this would give him a fair quality of life, so decided to have him shot, at home.
The knacker man came, poor old Tink hobbled down to the gate and I stood there stroking him and telling him how much we were going to miss him. The knacker man put the gun to his head, pulled the trigger and .. Nothing! I have never witnessed a horse shot before, so didn't have a clue what was going on. Anyway, with my heart in my mouth, and Tink looking a bit bewildered, he tried again....and again with no bullet coming out of the gun!
He then proceeded to fire the gun across the field, that worked, but would not work on the fourth attempt with poor Tink.
At this point, I am, as you can probably imagine, a quivering wreck and I told the knacker man, very impolitely to go forth and multiply.
I then phoned my farrier, who gave me the number of a local vet, who had retired, but was still doing some private work. I rang him and he was there within a couple of hours to put Tinker to sleep via injection. It was quick, gentle and he was soooo caring, being very gentle with the pony at every step of the way.
He only charged enough to cover the cost of the anaesthetic etc, so cost £35.
The knackerman came back to pick up the body a very short while later, he was to be incinerated, at no charge. I should think not after the debacle that had happened with him earlier!
So, on the basis of that experience, I would never have another pony shot.
(Sorry for the long post)