do not try to loot the whole sectors. arm the militias with the spare guns and take only that what you really need.
for the suppy issue. there are two ways (for me at least)
since the enemies level dependent on your progess, use their tier of weapons and they will drop enough ammo most of the time.
or you could standardise your equipment so you will not run low on a specific kind of bullets.
later i have more than one group in the field, there are a few supply runners and the others holt the line.
and at last, single fire is your friend. use autofire only when the enemy is really, really close.
since you have not tried ja2 yet, i would give it a try. yes it is turn based, but it is quite similar to the "real time system", because you have to stop that every few seconds to give new commands.
to be more specific, in ja2 you have two modes. a real time mode, when you have no contact to the enemy (great to explore the sector and to place your mercs) and the turn based combat rounds, when the enemy is spotted (or the have spotted you).
in addition you can tinker some stuff out of the junk you find, you can create your own merc, you have a way more advanced merc managment, it is abit easier to defend your turf,you have a chopper and two cars (if you find the pilot and the vehicles) to travel faster around the map and npc react on who and how speaks to them.
on the other hand there are tanks as well, and in the final stages a lot of rocket rifels and a giant bug queen (in the sci fi mode)