4 July 2011: Strike Witches side arms
It kinda bugs me that when Charlotte Yeager's BAR jammed she (1) didn't make any attempt to clear the malfunction, and (2) didn't have a side arm. Okay, sure, a real-world .45ACP would be useless during an air battle, but Yeager still could have drawn a Colt 1911 in that situation. I'm pretty sure they're all using magic weapons anyway—at a minimum, ones with unlimited ammo and barrels that don't overheat.
Update: ani-nouto adds...
Most of the shooting was rather magical, but in the beginning of the original GONZO SW we saw Sakamoto's gun overheating (just so that she could switch to sword).