I'm playing on standard just using the normal handgun, but an optional boss side quest used up almost all my ammo. I've been backtracking for treasure and killing everything.
Game almost feels open world at times, a lot more than the original, but turns out that sub boss was just before a certain defend the area section where you really need some ammo.
I had 10 hangun bullets, about 5 rifle bullets and two grenades, just barely made it on standard and thought I might even have to restart for running out of ammo for first time since Code Veronica.
Had a character assure it would be safer upstairs, oh, you mean the upstairs I've been running up and down the past 5 mins that currently has 3 las plagas whipping their heads about. Still a great sequence, but that sub boss damn near cleared me out of all my ammo.
Great game, but definitely harder on the ammo than the original, mostly due to side quests.
Edit instead of double post:
Forgot to mention some points about the handguns, apparently only Leon's normal handgun and the DLC gun have the fully upgraded 5x crit on headshots, Punisher has the hit enemies 2 in a row gimmick from the original game, but crucially the Red 9 has been nerfed as it no longer can be used with the red dot site, making the ones that can use it like normal handgun have some extra benefits they didn't used to in the prior version of the game. About time as the Red 9 was overpowered compared to others except maybe the standard handgun with the full crit upgrade bonus.