In the nWoD, at least, guns rule supreme. Even against vampires, who are notably resistant to bullets, the sheer amount of bashing damage you inflict can overwhelm even stronger vampires. Also, if you're willing to take a -3 penalty for a headshot, you can deal lethal damage, and a -3 penalty translates to -1 success (3 dice roughly equals 1 damage).

It gets even worse with Combat Marksmanship, which is the most powerful fighting style in the system. A starting character with Combat Marksmanship 5 can easily overwhelm a vampire or a werewolf's regeneration ability and kill them dead. This is using standard bullets, not Dragonsbreath or silver ammunition. If you use the appropriate ammo, you can take down several supernaturals in one turn.

The only problem with firearms are that they are loud, and they may be illegal depending on where the game is set. A supernatural using guns in London will attract lots of unwanted attention, which is bad for most supernaturals. Even in the USA, civilians ordering large amounts of ammo on a regular basis will alert the feds, let alone using assault rifles with exotic ammunition such as silver, Dragonsbreath, cold iron, etc.

My last vampire character was a Ventrue who had to learn how to defend himself after Elysium got attacked by VII and he had to cower like a little girl because he had no fighting ability whatsoever. My character went ahead and bought a Colt Anaconda (one of the best midgame weapons in Vampire: Bloodlines) and backed it up with Combat Marksmanship 3 (the game died before I could get up to Combat Marksmanship 5). Along with some Kevlar for protection, my character was able to take down more VII vampires in the next combat encounter than the Gangrel Ancilla with Protean 3, from the safety of long range.