You can certainly get more ammo for the stun gun, though finding it is more or less rare compared to other ammo types, you're better off buying it from arms dealers.
The only gameplay gripe I have is the energy system. Having only one battery recharge is kinda weird. Plus melee using energy doesn't work for me, especially if it's a non-lethal takedown. A good chunk of my inventory is reserved for Cyberboost energy bars.