I've gotten the feeling when watching a lot of movies and TV shows that the gun would simply solve the situation too quickly and anticlimatically.
Indeed. A-Team episodes would be fifteen minutes in length, tops.
A-Team is approached by people requiring their services.
Client: "Mr. Lee sent us. He said you people could help us."
Hannibal: "What seems to be the problem?"
Client: "We're being constantly harassed by zombies and whatnot. They've been harrassing the children."
B.A.: "Let's kill those suckas."
*Hannibal asks about payment, Face counts and expresses his approval. B.A. is knocked out and put on a plane. They arrive at BG's place.*
Hannibal: "We got a special delivery for you slimeballs!"
*Cue A-Team theme, gunshots. BGs are dead.*
Hannibal: "I love it when a plan comes together."
*Credits roll*
It's easier to use the tried-and-true "I'll fight like a man" than the more sensible "I'll fight to win" - from a writer's perspective. Using more sensible tactics (the BGs or the GGs) complicates things considerably for a writer. Otherwise, James Bond would go up to Goldfinger at the golf course, say something along the lines of 'yippi-kai-eh, mother******' and shoot him in the face.
It's much easier to write a full-length novel/movie script that runs like an A-Team episode than it is to write something like F. Forsythe's Dogs of War.