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Regardless of what sort of ranged weapon you use (bow, crossbow or gun), you need ammunition or you may as well be meleeing. Bows and crossbows use arrows; guns use bullets (more often called shot, shells or slugs). Ammunition can stack up to 1000.

Ammunition can be obtained in several ways. The most common is to purchase it from a vendor or alternatively on the Auction House. As a player advances in the World of Warcraft, better quality bullets or arrows becomes available for purchase depending upon reputation with various factions.

Selecting engineering as a primary tradeskill will enable the player to create their own bullets. Sufficiently advance that tradeskill and the player will be able to craft arrows as well.

Several NPCs in the game drop arrows or bullets when they are defeated. A few quests reward with ammunition and these are normally non-repeatable.

Vendor Purchased

Vendor purchased ammunition is most commonly found on NPC merchants that are classified as a Gunsmith, Bowyer or dealing in General Goods/Supplies. All prices do not take into account any discounts received via raising reputation.

Crafted

Engineers are primarily bullet crafters. Once the Schematic: Thorium Shells is obtained, those shells can be turned into quest NPCs (one in Ironforge and one in Orgrimmar) for Thorium Headed Arrows. Then, at 335, there is Schematic: Adamantite Arrow Maker which creates five stacks of Adamantite Stingers, the twin to the Adamantite Shell Machine, which makes Adamantite Shells. At 410, an engineer can start creating Mammoth Cutters and 415 for Saronite Razorheads. At 450, two more schematics become available but are reliant on Ashen Verdict reputation (honored) to purchase, in addition to be restricted by either Gnomish Engineering (for Iceblade Arrows) or Goblin Engineering (for Shatter Rounds). Anyone can use the ammunition once it has been made, as none of it is Bind on Pick-up.

Normally, crafted ammunition has slightly higher damage per second than vendor purchased, with the exceptions being Mysterious Arrow/Shell (Violet Eye) and Timeless Arrow/Shell (Scale of the Sands) which both require Level 70 and the appropriate faction levels.

Crafting ammunition creates a stack of 1000. The Adamantite Arrow Maker and Adamantite Shell machine will create five stacks of 200 (for 1000 total).

Drops

Supplied in varying amounts, some NPCs randomly have ammunition as a reward for defeating them.

Quests

Ammunition that is obtained via questing is not soulbound upon completion, so it can be bought or sold on the Auction House. While the Sparklematic quest line is repeatable, the quest reward is random so Smooth Pebbles are not guaranteed as a reward, unlike the quest involving Thorium Headed Arrows.