If you're having issues with ammo earlier on, and you have already hit up the Super-Duper Mart and bought everything in Megaton, here are a few other ideas:
1) If you don't already know, there are other settlements throughout the Capital Wasteland. Rivet City, Tenpenny Towers, the Underground and other communities will all have people selling stuff, and someone should have a bunch of ammo to buy. Just keep in mind that the places in and around DC might be a pain to reach early on, considering the wealth of Super Mutants present in the city.
2) Don't forget the caravans! Lucky Harith specifically sells weapons and ammo, but I do think I remember getting some random bits of ammo from the other sellers. If you don't know about the caravans, they are sellers who walk around the Wasteland and trade with various communities. If you're early in the game and haven't hit up the other communities, your best place to find one of them is right outside of Megaton.
3) Sometimes, you will encounter people out in the Wasteland who are selling stuff, as well. They aren't part of the caravan, so you will generally find them in the same place. So, if you see a non-enemy NPC, go over and chat. They might be looking to deal.
4) Try farming areas that had easy enemies that dropped ammo. I honestly cannot remember any good place that is close to Megaton, but if you remember an area where you randomly encountered raiders with guns, try to go back there after awhile. I honestly don't know how long an area will be clear, but for instance, I fast traveled to Fordham Flash Field a bunch and almost everytime, Raiders were there. Unfortunately, I think they just have baseball bats.
EDIT: Oh, and also look for the hollowed-out rock around the back of Megaton. I don't remember the exact location, but you'll find it. Just stay close to the city's walls. Inside, you will find a sniper rifle and some ammo. I also think I got a Stealth boy and some stimpacks. A decent find, especially considering the power of the sniper rifle. Should be great when it comes to dealing with enemies you will face early on.