The present invention provides a spray gun with associated nozzle attachments for high deposition efficiency for thermal spray of high quality, dense, low oxide content coatings. The spray guns are used to produce coatings using a thermal spray process, a high velocity oxy-fuel process, a high velocity air-fuel process, cold spraying, and plasma spraying in which the process is characterized by having an over-expanded flow with a Mach number from about 1.0 to about 4.0 which have passageway section which diverges to the gun outlet. In one embodiment the nozzle attachment is another diverging section with a greater angle of divergence than the diverging nozzle section. In another embodiment the nozzle attachment includes the aforementioned diverging nozzle attachment section followed by a converging nozzle section having an outlet section through which the thermal spray is emitted.