No one here read the books did they...
First of all... there are shield spells in the books that would deflect a bullet. (they are one-time casts that basically last, like a forcefield) Second.. the better wizards don't need to speak words, thinking the spell is good enough and they can react faster than you can pull a trigger...
So basically... why didn't people that could shoot lightning, teleport at will, and all that pick up a piece of metal containing gunpowder and try to kill the best wizard in the world with it? Because it wouldn't work you freaking genius.
Also, its NOT FUCKING REAL. 99% of things can be 'ended' with a gun, real life or not. ITS NOT always the best solution...
Killing voldemort wasn't always the plan from the get go in the story. I'm actually glad that killing isn't the first plan in real life. Your kid stole a bag of chips? SHOOT HIM IN THE FREAKING HEAD!
Dumbledore (sigh) never wanted to kill Voldemort but to help him.