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.