Ammunition for firearms.
Ammunition in This War of Mine is abstracted; I assume to save on creating multiple weapon and ammunition types and ensure against being caught holding ammunition that your firearms can't chamber. As such, all firearms are miraculously able to use the same ammunition. With that in mind, it pays to ensure you're getting the most effect from your available ammunition- Shotguns, at close range, easily cause the most damage per shot, making them the most efficient weapons for ammunition conservation. Balancing that, if everything has gone to hell and you need to kill off hostiles at the maximum rate possible, the assault rifle has the greatest DPS at most ranges, but it devours ammunition at an alarming rate, easily able to spend your whole reserve of ammunition in mere seconds if used frivolously. The pistol, most common of the three (albeit barely) is a weak and inefficient weapon that is in many ways inferior to a melee weapon, and few people hold onto them for too long. They are useful in home defense, but like all firearms left at home they need ammunition in the house inventory to be calculated for home defense and will consume ammunition if they are used (It is reported that weapons use different amount of ammo at night, based on their type. While I certainly believe assault rifles to use the most ammo if used for home defense, I would appreciate any extra info)
Ammunition stacks an impressive twenty to a slot, like cigarettes, as do the ingredients used to make it, gunpowder and shell casings. You will need a third-tier (fully upgraded) metal workshop to make your own ammunition, however, which you're not likely to have early in the game, or in some cases, at all through a game. Picking up ingredients to make shells is pointless if you aren't sure you'll make the third-tier metal shop, as their trade value is fairly minimal. Of course, this makes it very profitable to buy these things to craft your own ammo if you have the workshop ready or near.
You won't find very much ammunition in the wild unless you specifically try to- which is to say, hunt people carrying it (identified by them carrying guns in most cases. They carry stunningly low amounts, though) assaulting the military base, the only location truly rich in ammunition, or assaulting the few other places that are clearly marked as dangerous, like the warehouse or brothel in the right configurations. This is, coincidentally, an exceptionally effective way of losing people and the chance to salvage for a night as well. If you want to have large amounts of weapons and ammo, it will almost invariably involve a lot of risk. It is certainly not necessary to prioritize getting ammo or firearms, but it can make defense a lot easier- use your own judgement to decide whether the risk is acceptable in your situation.