MikePA:
Never used nail gun for concrete, however, I occasionally have to attach/drill into granite (a bit more brittle-harder than concrete). I use a rotary impact drill (have Bosch, but other brands around) with an SDS bit. If attaching something, I drill hole then insert a sleeve and screw into that. Works great and is fairly quick, does not damage the granite (fracture it or chip it). It's no doubt slower than a nail gun, but does a nice clean job. If I were attaching (mechanical as opposed to "gluing") wood to cement, that's what I would use if I did not have a huge number to do, or, I was not in a "production" mode. Also, an impact/rotary drill can be used for other stuff as well unlike a straight nail gun that is more single purpose.
JEH