No, his blaster is infinite(Hey, people can't explain other things about the Jazz universe either), everything else takes ammo(he switches out guns and such)
Awww, reading what Eric said makes me sad, now knowing that they had planned, if they had told us the plans earlier, maybe, just maybe, there would have been less flaming and more Jazz games today.
Oh, and Marine the game(oddly enough) looks much better on the GBA(at least to me)