Get full pistol and shotgun early
The following is an easy way to start the game with full pistol and shotgun ammo. Unlock the ability to save by sleeping on the bed in Roman's home. Getting the knife is also helpful. Go outside Roman's home and kill a few people. The police will appear. Kill a police officer. He will drop his gun. Take it then immediately run into Roman's home and sleep on the bed. You can choose to save the game if desired. When you wake up, your wanted level will be down, and you will still have the pistol. Go back outside and kill more pedestrians. When the cops appear, run up the stairs. Turn around at the top of the stairs and face the door going outside of Roman's home. The cops will come through that door and you can just pick them off with your new pistol. Watch your health and do not worry about picking up the guns. If your health gets low you can sleep on the bed. Wake up, and when you go outside there will be lots of weapons. The shotgun will take longer because not every cop uses it. However if you enter the police cars that have been abandoned outside the apartments you can easily get five shells for the shotgun for each different car you enter.