I think I've hit the major points here:
1) The "you get what you pay for" principle applies to both (guns and instruments)
2) Shopping for a musical instrument is just like shopping for a gun; there can be tons of variation between two different instruments of the same type, model, and manufacturer
3) Both involve quite a bit of theory or "on paper" principles that may seem unnecessary at first but later become extremely important
4) Both involve lots of dexterity and concentration
5) You can pursue both for a lifetime and still have room for improvement
