Gun question

[lurkerwithout]

Question for all you gun nuts out there. My character for the previously mentioned Angel game is a gun bunny type. I even made sure to give him a gunsmithing skill. What I need to know is what kind of specialty rounds he can purchase or make. Specifically stuff that will dismantle supernatural beasties. I know about Dragon'sbreath rounds for shotguns, but what else could he do?

Mercury tipped explosive silver nitrates?

Can you put a wooden tip on a round and still have it work?

Any ideas would be helpful...