Gunite is a somewhat generic term (like saying Coke or Kleenex) that applies to the material used to shoot a swimming pool (or various other things, like brow ditches, for example). Shotcrete is technically gunite, but it is a special concrete formulation with "slump" properties which allow it to be built up on pool walls. Shotcrete typically tests out at 3,500 PSI or greater, but is somewhat "brittle". The shotcrete outfit I uses often tests out at 5,000 PSI or greater!
Dry gun is sand and cement that is pumped dry through the hose and mixed with water at the nozzle. The "nozzle man" can control the amount of water that he adds to the mix. Dry gun seldom reaches 2,000 PSI, and is easier to "cut" than shotcrete, making a more aesthetically pleasing rough finish to the eye, whereas shotcrete is rougher in texture. Plasterers don't care what they finish over, and the roughness of shotcrete is actually a bit better due to its rough nature. Dry gun can have dry pockets of material, if the nozzle man is not paying attention; not good!
Here, we see very little dry gun anymore. Our sand is round, and you cannot stack round sand (try stacking marbles sometime!). You need angular sand for good dry gun mix, as that will stack. All of our engineering is predicated on dry gun and its strength, but since it is expensive to truck in the angular sand, most everyone has switched to shotcrete here. Typical cost to shoot shotcrete here is about $225.00 a yard, placed. Typical pools run $12,000.00 to $15,000.00 in shotcrete costs alone!