Characters that may have used a gun due to background:
Leon, Bayman, Christie
Characters that are shown to have used a gun:
Bayman, Christie, Helena (assuming she's the one who shot Anne on the head in her DOA4 ending)
Characters who have pointed/aimed a gun but didn't shoot:
Bayman (Raidou intercepted and spotted him from range in his first attempt to kill Fame), Helena, Lisa
Characters that may have wielded a gun for aesthetic purposes (Cowboy/Cowgirl Gimmick):
Tina, Brad, Bass
Yup... Half of the non-ninja characters in the DOA roster is ready to star in a third-person shooter game.