Torchwood stun guns have two settings, one for killing and one to stunning. It works by "shocking" targets who have contact with the muzzle in a similar manner to a taser.
Gwen Cooper used one of these guns against her boyfriend Rhys, so that she could take him to the Hub without having to convince him to do it. (TW: End of Days)
It could be Ianto Jones favourite as when Jack Harkness said this is for Ianto when stuning someone. (TW: They Keep Killing Suzie) he was seen useing one. (TW: Reset)