Thermal Clips are reduced to pointlessness in Mass Effect 3. There are simply too many of them even on the high difficulty modes, along with ammo capacity upgrades, for the system to really impact gameplay in any meaningful way, just bring your favourite gun and get that big ass cooldown bonus. Or skirt the issue entirely with the gamebreaking Prothean rifle.
Mass Effect 2 on the other hand can really be a mixed bag depending on your gameplay style and the difficulty you select. If you like playing say, a Soldier with a Widowmaker, then you can reasonably expect to be able to headshot any enemy with one blow on the lower difficulties and not run into much ammo problems if you hit your targets (Which with Adren rush, is very easy to do).
The problem for single weapon players arises on Hardcore and Insanity, where every enemy gains some form of secondary health bar, be it Armour, Shields or a Biotic Barrier. Suddenly you are unable to use even a fully powered up cloaked Infiltrator to oneshot targets because certain types of additional health are heavily resistant to a sniper rifle. This leads to more shots and eventually running out of ammo, which can lead to having to use potentially weak cooldown powers to finish off enemies.
But that is just one scenario, I myself find the ammo system, lack of clips and the way ammo is restored by clips to be a great incentive to force the player into mixing up what tools he uses. When I played Infiltrator on Insanity, I realised I couldn't snipe enemies with one blow, so I started my game by doing Kasumi's loyalty mission first and aquiring her sub-machine gun, an incredibly accurate weapon that can strip down shields very quickly (Co-incidently, said mission is a total cakewalk if you bring along the Arc Projector to fry the groups that come up the elevators at the end).
My gameplay style from then on would devolve into using my Locust SMG and Overload/Incinerate to strip the first layer of defence from targets, then cloak and snipe to finish them off with a headshot as they started to make a move toward my squadmates.
What the ammo system in ME2 and ME3 does to promote weapon switching is that the clip restores a set amount of ammo to all weapon types. If you have full ammo for your smg and 5 rounds missing from your sniper, picking up a small clip would just restore 1 sniper round. But if you had some smg bullets missing as well, you'd get 1 sniper bullet and a bunch of smg rounds as well.
In constast, Mass Effect 1 freely let's you stick to one weapon type for the entire game as long as you can deal with the overheat time for it. You can bypass weapon weaknesses by using ammo mods to make it more effective against any target, whereas in ME2/ME3 you'd actually have to bring a Squadmate with the ammo power or specific abilities to deal with troublesome weapon types in the mission. I've actually had to restart the Mordin recruitment mission during an Insanity playthrough because I had no fire tech on either my character or my squadmates, leading me to get stalemated at a particuarly large pack of Vorcha who would just regenerate their health.
It's a personal preference that some will not agree with, but I feel that Mass Effect 2's ammo system, along with other game mechanics, contributed to making the player on the toughest difficulty setting force themselves to use everything at their dispoal in an intelligent way in order to complete the game, which is a good thing as it made sure they would experience as much of the combat mechanics as possible in a single playthrough.
The only thing they did wrong was making the Biotic powers not have any effect at all on Armoured/Shielded/Barriered targets. Jack was sorely neglected :<
