There's a reason for the bottomless magazines, you know. They are not often used to convey a sense of a character being 'awesome' (exceptions include the Rambo series). They are used because in order to actually simulate a character using a weapons one would waste a great deal of very valuable screen time just showing them hiding in cover and reloading. Furthermore, sex sells, and producers don't want to have the good looks of actors hidden by the thousands of rounds that they'd need to carry. All that equipment would also raise the question of where they got it all (if this isn't a soldier movie). Finally, actors often use a wide variety of weapons, and learning the particular manual of arms for each is a great deal of work and costs time. Also, it can change a character dramatically, as it raises the question of their background with firearms.
There is a great deal more to these tough decisions than one might think.
-Penguin