Cross bows comes to mind first. Plus if I have run out of ammo and there is an army patrolling the country (worst case tin-foil scenario) then I will have ammo and weapons from a renewable source. As far as having a few thousand rounds of ammo, thinking you will never run out.. Wrong... You could use 200-300 rounds in a single battle for protection of your place. I have used as many as 500 rounds in a sustained firefight in less than 2 days. Have a back-up weapon, and always look for stragglers, they have ammo and weapons and a cross bow will reach out and take it. Always be prepared to make due with what you have and always be on the lookout for an easy upgrade.
As far as not needing all the ammo for self protection, what most folks have on hand will probably last them a very, very long time. A thousand rounds of double 00 for a 12 gauge will go along way towards bringing large game and wild hogs home for dinner, salt for curing the meat will run out before the ammo does for taking them down. Like was mentioned before .22 LR is CHEAP... 10,000 round for a few hundred dollars and with good discipline will take down almost anything roaming around. But fishing, trapping, snares, spears, harpoons, knives, baseball bats, hand dug pits with spear tips.... The list goes on and on.
Remember... Necessity has always been the mother of invention... Or as my FIL says: "Invention because of necessity is a mother"!