I personally like the shootout scene after the bank robbery in the movie
Heat. The guns actually sound like real guns, they have to stop and reload a few times, etc. I'm sure they still violate the magazine capacity a few times here and there, though, but it was more realistic than many movies up until then. On that note, same director, similar plot structure..
Collateral has some cool scenes in it.
I like the sniper scenes in
Saving Private Ryan. You've gotta love when he puts the bullet through the other sniper's scope, LOL.
There are some good shooting scenes in that movie.
Also, this is a vague memory, but I think the
LA Confidential shootout scene was cool. I remember liking it at the time, but that was years ago. I should watch it again and see.
I always love the cheesy scene in
Navy SEALs when Bill Paxton starts sniping people through concrete walls with .50 BMG bullets using infrared goggles.
Those are just a few. Of course
The Matrix has some cool (albeit unrealistic) shootout scenes.
You've gotta love the scene in the first
Terminator where Arnold goes into a gun shop and starts telling the guy which guns he wants. He gets an Uzi, a 1911 long slide with a gigantic laser sight on top, a 12 gauge semi-auto, and I can't remember what else. Then he starts loading the shotgun and the guy goes, "Hey, you can't do that in here!" Arnold: "Wrong! [BOOM]".