Here are some of my favorite "gun movies" in NO particular order.
Escape from New York
Appleseed (the first CG version)
Open Range
Dead Bang
HEAT
The Shootist
3:10 To Yuma (the remake)
Die Hard (first one is still the best one IMHO)
Aliens
True Grit
Mr. & Mrs. Smith
Hard Boiled
Quigley Down Under
Running Scared (the old one, with Billy Crystal, was funny and had some action in it)
Ronin
The Getaway (I'm one of the few people who likes both versions. LOVE the original)
I could go on and on.