What do you do about running out of ammo in Borderlands?

Question

While playing Borderlands I have noticed that whenever there is a boss mission you generally have to go through an entire Sahara desert to reach him in his hideout. Along the way you have to kill everyone present. This is insane. The problem:

1) There is no option to buy more ammo once you are near the boss, so either you have to switch to a different gun or come back to start all the way to buy the ammo. Using a different gun isn't an efficient method because I'll be wasting the proficiency gain which I could use on my preferred weapon.

2) When I tried coming back all the way to the beginning, the game respawns all the monsters, so I had to kill them ALL while coming back. The reward chests, however, do not respawn.

3) I purchased ammo and started running towards the boss again but to my surprise the stupid monsters had respawned yet again.

4) This time I kept rushing forward but just near the boss I was surrounded and died. I went back to the starting point again.

I'm finding this extremely frustrating. How do I proceed in this area without resorting to cheats? The mission is Sledge: Battle For Badlands.

Thanks a load in advance.

Answer

I haven't played the game in a while, but if I remember correctly, enemies drop ammo fairly frequently. If it's not the right kind of ammo for the gun you're using, consider switching up guns. I remember I carried guns of 3 or 4 different classes with me at all times. You may not be as proficient with all of them, but at least you have something to use.

Use the guns you're worse with or that the enemies are dropping ammo for against the grunt enemies, and save the really powerful guns for the boss.

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