Man, if you guys want to have tons of fun with the guns, I suggest completing all the food quests ASAP, you get a hat that keeps you from using ammunition up when firing a gun, and boy howdy I'm having a blast with the Bit Gun! Turns out the gun you get with Coins ends up becoming the strongest gun, so if you want to use guns, try building that gun up!
Don't be afraid of using ammo, just be careful of the expenses. The first few bullets are super cheap, so buy up a bunch, since the damage is very low with ammo, and very high with ammo and the gunslinger hat, but the later ones require rare materials and cannot be made until you did their recipe book.
They are worth it, even without the hat, but you'll probably save the bullets for bosses and special occasions until you don't have to worry about ammo.