The cultures with firearms (as opposed to arrows, javelins, or other effectively nasty projectiles having shafts) either are not advanced enough to have ammo they could use in their Earth-made guns, or else have energy weapons.

Which, I grant you, is probably part of why they started picking up Wraith weapons in numbers larger than needed to study them. I do wonder why they didn't bring any zats with them... But I feel that Ronon's gun is technologically superiour to zats, so there! XD