The heat gun works well for me...tho I have used an oven on a bed of salt as well as boiling water for some limited bending work.
With the heat gun, one has hands on control of the process.
I've not tried the candle or alcohol burner up til this time.
As has been said, keep rotating the stem and moving it..no closer than 6" to the gun's nozzle.
I place a thin solid brass wire ( just less diameter than the smoke passage) thru the stem smoke passage and hold the stem on each end with a small dampened cloth.
I feel the stem periodically( every ten to twenty seconds) to see it's heat and gently test how pliable it is.Bare fingers.
Your fingers can stand to touch pretty hot things MOMENTARILY ..so you can get a feel for how warm and pliable the stem is getting.
There is no set time as stem materials and thicknesses and contours vary.
You must get the material heated through to the center on all sides for a good even bend.
I bend some by eye and hand and others I use a bending radius template to help..as simple as a small glass bottle laying on a potholder..
Once you get the stem bent to the shape desired, keep the bending tension on it firmly until it cools a bit and then while maintaining the bend by hand, dunk the stem in cool water to set and cool the stem.
IF you are bending a stem that MUST fit a fine hard pipe case like the old meerschaums have, you may find that bending a tad beyond required will work well..Most material has some mempory and even tho bent, the stem will come back a bit as it cools and your perfect bend may not be quite right.
Sometimes I have bent stems in two or three operations and looked in between..
Bending stems with ring and grooves/ball can be tricky if you don't heat evenly, ESP if any of your bend is in the ring/groove/ball area.
The ball heats thru slower than the thin grooved section so slow even heating is the ticket there for sure.
Bending by degrees works for the most precise bends but each time you resume bending the stem will need to be brought back up to bending temperature again.
In my experience, high heat is not required..200-240F is sufficient...often less.
Important that the stem be heated evenly all the way thru and from all sides where you want to bend it and a bit on either side.
IF you have the opportunity to buy broken pipes, even an oxidized or badly bitten stem good for nothing is good practice material.Such pipes can be had for far less than the price of a new vulcanite or lucite stem and you may have a pipe or ferrule or other part that can be put to use down the road and give good smoking service again.
Pipe making, if nothing else, is a good way to learn patience and planning..

and it is much more than just that for most of us..Jim