Think about how quickly the entire WWW3 (Wizarding-World War 3) would have ended if all of the good guys had simply armed up with good ol American hot lead.
Basilisk? Let's see how tough it is when you shoot it with a .470 Nitro Express. Worried about its Medusa-gaze? Wear night vision goggles. The image is light-amplified and re-transmitted to your eyes. You aren't looking at it--you're looking at a picture of it.
Imagine how the 1st movie would be if Harry had put a breeching charge on the bathroom wall, flash-banged the hole, and then went in wearing NVGs and a Kevlar vest, carrying a SPAS-12.
And have you noticed that only Europe seems to a problem with Deatheaters? Maybe it's because Americans have spent the last 200 years shooting deer, playing Vice City, and keeping an eye out for black helicopters over their compounds. Meanwhile, Brits have been cutting their steaks with spoons.
God made wizards and God made muggles, but Samuel Colt made them equal.
Now I know what you're going to say: "But a wizard could just disarm someone with a gun!" They can also disarm someone with a wand. But which is faster: saying a spell or pulling a trigger?
Avada Kedavra, meet Avtomat Kalashnikova.
Imagine Harry out in the woods, wearing his invisibility cloak, carrying a .50bmg Barrett, turning Deatheaters into pink mist, scratching a lightning bolt into his rifle stock for each kill. Does Madam Pomfrey have any spells that can scrape your brains off of the trees and put you back together after something like that? Let's see Voldy wave his wand at 3000 feet per second. Hope you have some Essence of Dittany for that sucking chest wound.
Voldemort roaring with evil laughter and boasting to Harry that he can't be killed, since he is protected by seven Horcruxes, only to have Harry give a crooked grin, flick his cigarette butt away, and deliver what would easily be the best one-liner in the entire series:
"Well then I guess it's a good thing my 1911 holds 7+1."