Thief and Corsair have places in end game content, but they might not exactly be top tier DDs in all situations. While I won't speak for if they're considered damage dealers or not since I haven't exactly been putting parties together lately, I can speak for their being useful.
For example, Ranger can generally output a massive amount of damage, whereas Corsair has a more utility function to bridge any gap instead. The amount of attack you can give a party from dice rolls is not insignificant by any means.
Likewise, regardless of damage, Thief has some nice utility functions including their new(ish) SP ability that allows them to steal buffs including monster's respective SP abilities after they've used them.
Certain bullets are seen on the AH more often, such as Bismuth Bullets and their Pouches, Orichalcum Bullets, Steel Bullet Pouches, and Adaman Bullet Pouches.
There are a few things you can do to help yourself get ammo, but crafting some of it is the surest way to make sure you have access to it at a price you can afford, especially for lower level bullets so you can skill up. Don't forget that you can obtain crafting materials and shout to commission some bullets if you really don't want to craft any yourself.
Outside of crafting it, there are a few NPCs that sell normal Bullets, such as Olaf in the Metalworks. Farming the Bronze Bandolier can also be a big help, especially if you have some mules who can farm one too.
If you do Delve you can eventually buy the Adlivun Bullets for a small amount of Plasm.
Remember to use cheaper bullets while skilling up (or a crossbow and bolts when you can), so as not to break the bank.