I'm surprised I never said this the first time I saw this thread, but...
"Why didn't they just shoot Voldemort?" Well my friend, I will tell you why. First off, Voldemort was only ever really known of being back as a living being for all of 3 years. Of these 3 years, only 2 of them was he known to be alive on a wide basis beyond that of children. So for that first year, let us look at it this way. He went into hiding, was nowhere to be found, for that of 2 years. Even if they had been capable of finding him(and this is the guy who is considered one of the most powerful wizards of all time, I think he can play hide and seek), where exactly are a group of ragtag school children, that can't go anywhere besides the school and the one small village close by, going to acquire a gun, especially in England? And let's say they were able to acquire sad gun, are you telling me that they would be capable of getting close enough to him without being spotted to shoot him? When would he ever be seen outside of place of ruling, besides massing his armies? And on top off all this, with all unlikely hood that it would even be possible to catch the man in the sights of a weapon, why would you want a gun, when you can think(at least in the books) a single word, and kill someone with a piece of wood? They had all their killing power with them the whole time, why is it necessary that they get a gun to perform this assassination?
And now I'll do the time turner one: The way that time travel works in the Harry Potter universe is everything works on a set path. If someone goes back in time, it was their fate to do so, as shown in the third book. So any attempt to use it to go back in time to kill Voldemort would fail because he exists in the present, and thus the fixed timeline says he stays around until at least then. The timeline is set in stone, that's how it is presented, so it cannot change, unless we want shit writing.