Indeed, the closest thing we have to guns are the “elemental darts” from the wands.
As for ammo.. most have resorted to using the Ring of Determination.
If you build your gear to focus on lifesteal and healing, you’ll practically never run outta ammo.
Granted, it will likely get nerfed in the future (if not outright removed).. it’s still a lot of fun to play around with, while we can.