Killing Floor doesn't necessarily give you a lack of ammo, but your max ammo is low enough that the line between "wasteful" and "proper" is very, very thin. Especially if you get the more powerful weapons like the LAW (missile launcher) that only have around 10-25 rounds (depending on your perk's level) for waves of several hundred. You really have to carefully judge when to let your teammates take care of something and when to take a shot.