They're not all that hard to make, or particularly dangerous if you know what you're doing. If they manage to get it to work, and don't electrocute themselves, they'll just toast it on their first run and then feel like crap 'cos they wasted countless hours of their time on one little shot barely as impressive as if they just hauled out with a rifle.
And the Metal Storm caseless guns look like fun, but I don't expect to see them in shops soon or ever buy/make a caseless, seeing as they must take ****ing HOURS to reload. Drop in bullet, pack in explosive. Repeat 400 times. Serves 1/4 second of joyous destruction.