Also I found out the first gene gun was a modded croft mans air pistol.
That's pretty awesome. It's amazing how much science can be done with "duct tape".
I can't find anybody who sells bacteriophage coats to the public but you can probably make your own. You can buy bacteriophage treatments for diseases:http://www.phagetherapycenter.com/pii/P ... language=0
So picking the phage for whatever you're working with (E. coli, I presume? Everyone uses E. coli), culturing it and then stripping the DNA out yourself would probably be an easy way to get some. (I've never tried to do this to a bacteriophage so I can't help with info on procedure or cost.) Then you can add whatever DNA you want in the bacteria to the phage coats, and they'll take it up if it's the right size (the size is important).
Bacteriophage don't need their own DNA to function, just to reproduce. They'll inject any DNA you can convince them to take up. So if you use a mix of DNA fragments containing those of similar size to the one you want, not all of your transformed bacteria will be transformed in the way you want; you'll need a marker.
Personally I recommend trying shock before bacteriophages; it'd be way cheaper if it works. From memory, it probably should with E. coli, for instance, but you might want to get that confirmed by somebody who has more than a passing acquaintance with them and isn't typing at 3 in the morning.