My favourite bullet spraying movie is probably the new remake of The A-Team but my favourite film with lots of shooting in it is Enemy at the Gates closely followed by Saving Private Ryan.
I grew up watching Jean Claud Van Dam but as for gun shootings and such i would definately say his best ones were Hard Target and maybe Double impact/universal soldier.
but to list a few of my all time favs in order of pref:
Enemy at the gates
Equilibrium
Bourne Movies
we were soldiers
tears of the sun
Matrix
Movies listed in bold are movies im surprised have not been mentioned