Heat guns are used to spot heat Kydex projects after they are molded in order to change the retention or shape the profile of an item. Their primary use out in the real world is to soften paint so it can be easily scraped off. For this reason you’ll find them in the paint department of your local hardware store.
Like everything else in the world they come in a range of quality and prices. So what do you want to invest in for your DIY projects? Contrary to the normal “buy once, cry once” logic, you want to buy the cheapest import heat gun you can find ($20-$30 at a big-box store). The reason being is the higher quality, more expensive guns are made for that real-world application of paint removal. Thus they get very hot, very fast and are difficult to control for the gentle heat work you need to do on Kydex.
No, the cheap ones will not last forever, but you’ll get at least a year of use give or take (and that is if you use it every day). So go ahead, you can be cheap and not feel bad.
P.S. No, you cannot use your wife’s hair dryer, it won’t work. Stop being so cheap.