10mm ammo vaults are... unnecessary in my book (at least, with the proper amount of precaution and forethought to collection). The last time I ever had ammo troubles with my pistol was when I used Dualgunner and before mods were introduced; two pistols eat ammunition *very* fast. However, I found that as long as I carried about 9 packs of 100 on me (very easy to get, especially if you head to the CC, which is *always* worth your time thanks to the zerk packs being so awesome at healing, speediness, and damage) I'd generally have enough ammo to last me the game. It was a bit tight, but it was possible. Couple this with the addition of mods which can turn pistols into hand cannons of greatness +5 by themselves, and now I could probably do fine with only 500 or possibly even less. I admit I haven't seen the pain that Hurt Me Plenty or Ultra-Violence can dish out, but you can easily get far more 10mm ammo in the beginning than you can possibly take with you, so it's not like you have to be hurt by the lack of it later on. The only risk, of course, is living life with few medkits/suits of armor, but the extremely fine amount of turn control you can get with AoMr makes it very possible to mitigate the need for medkits, and given that even with 9 packs of ammo you can still carry around 11 items (12 if you count the suit of armor you wear), you can get 6 pieces of armor (one worn) and 6 kits, which should be plenty if you pick the right traits and don't screw around when enemies are on the loose and aiming to kill. It obviously gets riskier if you want to hang on to things like mods or a nuke for later, but with good play you don't have to worry about that a ton; my recent win only had one time when things looked really dangerous and that was because I only had one large kit left after a bad encounter. After I found another, I breathed a sigh of relief, found some more later on to totally fill up and never had to worry for the rest of the game. Seriously, though, former mooks are fairly plentiful early on, and former captains are made of win with their 100+ bunches of 10mm ammo later in the game; even a chaingunner will be hard-pressed for ammo issues thanks to them.
On the other hand, I'm with you on shotgun ammo. Stacks of 50, plus the inherent need to either use more or risk your neck more feel as though they would cause quite a few ammo woes, and the HoC couldn't fill the ammo needs *nearly* as well as the CC does for pistol-users.