And decompression is apparently not the issue some make it out to be. Even if an agent managed to shoot out an entire window, the plane would, by the reports I've read, just have to descend to 10,000 feet. The O2 masks might deploy, but it would hardly be catastrophic on the level portrayed by Hollywood.
This is also as much of a myth as the one from Hollywood.
When there is a large gap in a portion of the airframe that is not meant to withstand the added stress of airflow at that point going several hundred miles per hour it can in fact rip off a substantial portion of aircraft. Being the venting point for the compressed air of the cabin will help push material outwards (like the skin of the aircraft), where the airflow will be even better able to snag and tear it from the plane.
Any good size hole in the airframe will cause massive airflow into the cabin, and in certain areas of the aircraft direct the airflow straight into the cabin. Some areas would be much worse with a hole than others. Several hundred mile per hour wind can destroy quite a bit. Anything from ripping an even larger hole, to sucking many thing outside the aircraft, to creating further damage in the aircraft.
The pilot acting quickly can minimize additional damage.
Here is a decompression caused by the cargo door of the aircraft opening at altitude (and getting torn off as a result):
http://en.wikipedia.org/wiki/United_Airlines_Flight_811
In the business-class section, a grinding noise was heard, followed by a loud thud which rattled the whole aircraft — 1½ seconds later the forward cargo-door blew out abruptly. The pressure differential caved in the floor above the door, causing two rows of seats (8G-12G and 8H-12H) and an individual in 9F to be ejected from the cabin, resulting in nine fatalities and leaving a gaping hole in the aircraft.
And that is a door coming off, a substantially stronger and reinforced section of the aircraft. A random hole in an area without a door frame would be even more likely to rip a good chunk of aircraft away with it.
Hopefully stopping before it takes too much of the aircraft with it or causes a loss in structural stability.
The problem? The cargo door latch gave out. On a good aircraft a mere door opening at altitude tore a large chunk of the aircraft off and sucked people and seats out.
Another sudden decompression with a better result:
http://en.wikipedia.org/wiki/Aloha_Airlines_Flight_243
The skin of the aircraft peeled off a significant portion of the roof, and one person was sucked out of the aircraft. Presumably most passengers still had seat belts on.
Now small bullet holes typically shouldn't allow enough airflow to cause such problems, but a sudden hole of baseball size or greater certainly could, as could a lucky bullet that tore off a chunk larger than itself.
