A self-consistent ensemble Monte Carlo simulation of both conventional and heterostructure Gunn oscillators is described. The effect of an external circuit has been incorporated into the calculations, facilitating a study of the circuit-controlled phenomena. All the internal microscopic details of electronic transport which ultimately limit the high-frequency response have been built in. The numerical scheme also includes all time-dependent changes in the device boundary conditions self-consistently. Results for the notch configuration compare very well with previous studies. Calculations with heterostructures, at least at the fundamental mode, show some improvements in the efficiency and AC power output. The gains could become more significant at higher voltages.