Last Man Standing. (Bruce Willis)
The Negotiator. (Samul L Jackson)
The Rock. (Nicholas Cage)
Someone mentioned LA Confidential in another thread. Had it on the shelf and had never watched it yet so gave it a go. Add LA Confidential to the list!
Tears of the Sun. Really good if you have a nice surround sound system. Crank the bass and wait for the "saw" to come out.
All of the matrix movies are good. The first one has the best shooting in it. Any one out of the Blade trilogy.
If you want to see a lot of shooting for a horror flick, go see "the hills have eyes" at you local theater. Lots of gore the bad guys didn't mess around like most movies depict. They just get right to the killing.
The Untouchables w/ Costner and Connery
The Shootist
LA Confidential
Ronin
Dirty Harry
Magnum Force
Tombstone
Rolling Thunder
Die Hard
Heat
Lethal Weapon 1
And all three Matrix movies, just for the fun of it.
If you have a good sound system and enjoy cowboy movies, Open Range has a good shootout towards the end. Don't count the six shooter rounds. It's Hollywood, so they can shoot 9-10 or 11 rounds a scene.