The key to solving this problem is inventory management. With most builds, early to mid game ammo hoarding is vital to your success. For example, The last time I had a bullet dance build, I had saved up five boxes and seven stacks of bullets (without the backpack). That was enough to get through hell with a couple boxes to spare.
Finding out how many of each item you need in your inventory is a toughie, but I have found that usually you won't need to hold onto more than four medkits, two spare suits of armor, a phase device, an enviro suit, an extra weapon, and nine stacks of ammo. That takes 18 of your 22 inventory slots so you have four you can fill with whatever you feel you need beyond that. Of course, there are exceptions to this rule, like if you found indestructible armor or your build isn't very ammo dependent, but this is usually about how my inventory ends up going into hell.
Unless you are going for a challenge like Angel of shotgunnery, having a weapon for three or four different ammo types is useful because finding a specific type of ammo in hell is harder than finding any ammo at all. I often keep a plasma rifle or a combat shotgun in my prepared weapon slot even if my build isn't focused towards these weapons.
