Here is my $0.02, knowing that since the time of this forum starting you have probably already had several seasons hunting...
I really enjoy my Mares Sten. It is pneumatic. Don’t fall for horror stories of no power with a pneumatic...they have some kick if you get the right size. A pneumatic gun is going to be smaller in size to a comparable powered band gun simply due to mechanical advantage of a piston systom allowing a compact powerful design. No, they don’t lose air pressure after each shot, unless you have a bad o-ring, in which case a new o-ring and a pressure recharge is all you need (it is equipment - maintain it). As for price, they are not too different from most band guns either. And yes, the Mares guns have a pressure reducing switch that can allow you to fire the gun with much less power if you are close in on your prey or don’t want to smash the tip into some rocks too hard if you miss. The one thing to note that really will stand out is the deeper you go, they will begin to reduce in power due to the same reason you get less time out of a tank of air at 100 ft than at 30 ft (dang physics). Rest assured, however, that this is taken into account by most manufacturers when designing their guns.
In the end, you need to just get in the water and tinker with multiple types and sizes before you buy something that is along the lines of a minor investment, similar to a bcd or computer, etc.