All I seem to remember from reading a Shock 2 review are the words "...and you will horde bullets as if they were gold." I've stayed away ever since... 
I do that in just about every game anyway. In every single-player action game I have played - Unreal; Descent 1/2/3; Deus Ex; heck, Doom 1/2 - I was completely loaded with full ammo at the end of the game. I usually stick to using the sucky weapons you start off with or get early on and only use the big and cool weapons when I cannot carry any more of their ammo and I find some lying around.

(and then I only use enough to fill it back up again when I pick up the extra ammo)