After some discussion on this matter, we feel that all ammo would be consumable. However, regular ammo (with no special abilities, average stats, etc) would be relatively cheap and ammo with special effects, magical enchantments, etc would start jacking the price up pretty fast.
Due to this, we're going to be sticking with the prices listed for shot on the FFXII wiki ($100 gil for the "regular" ammo) because after doing a little research we found that mass manufactured ammo in the modern day for handguns ranges from $20-$70 a box. So, having to make most of the ammo by hand it would be reasonable to justify the cost difference as this world currently has no major manufacturers for such thing.