Don't feel bad. The first time I got to the final boss I was down to just a handful of bullets for my handgun and shotgun and a combat knife. I honestly tried my damnedest to beat her with just that. First I ran out of shotgun shells. Then handgun bullets. If I could've thrown my guns at her, I would've! I had to restart the entire game, and on my 2nd play-through, I killed as many enemies as possible with the knife (or just avoided them altogether). By the time I got back to the final boss, I had something like 200+ bullets for everything.