Which is the correct sentence?

The third one is best. Present perfect.

Maybe: This gun had been pointed at me once before.

Thank you. Would this mean that it has happened once? Whereas 'was' would be like it happened continuously? I'm just wondering because I have no clue. \
Thank you, again!

The present perfect (#3) indicates that something happened in the past and still has some influence on the present, and maybe even the future.

The past perfect (#2) is used most often to put two past events in sequence. The past continuous tense has a different form: "it had been pointing at me."

Here's something about the (simple) past perfect: http://esl.fis.edu/grammar/rules/pastperf.htm

If, as you say, you are trying to convey that a gun was pointed at you one time in the past, then just say:

This gun has been pointed at me once before.