By level 10 at the latest, you should be swimming in ammo. Mostly because by that point you should have found/purchased weapons that do waaaaaaaaay more damage per bullet (not just damage/AP). I just got an M16 Assault Rifle, and it does more damage than my current best Sniper, and is only 1m shy of the Sniper's max distance...
Currently using 3x ARs, 1x Sniper, 1x Shotgun, 1x Pistol, 1x Crowbar and I've had zero issues. I just wonder if Heavy Weapons would even be worth a consideration at all since all I've found so far use the same ammo that my ARs use and it chews through them per shot. Energy weapons seem like what you would want late game, but I still can't make heads or tails out of the "at, above, below" modifiers. I know it's based off of the enemy's armor and that the higher the armor the better they do, but the tooltip just seems nonsensical.