STALKER, Fallout 3 and New Vegas, all the COD games I've encountered, Far Cry, Serious Sam, Max Payne, Splinter Cell, Hitman, XIII...
All of them have different ammo for different pistol types.
I think I'm starting to understand things a bit better, and what originally led you to your shotgun statement.
It seems to me that you were expecting Borderlands to be a straight-forward FPS game, where any weapon can be immediately wielded (like CoD). Borderlands is instead an FPS + RPG. You have levels, random loot, randomly-generated weapons and equipment and so forth. In a game like Splinter Cell, there might be only a dozen or so weapons to use. Borderlands by contrast has about 10 or so weapon types, but potentially
billions of each (the stats of each is random upon drop; two similar-looking pistols might in fact have very different abilities). One other thing to watch for is weapons with an elemental bonus. A fire pistol won't work ideally on a fire mob, but it'd work awesome on a frost mob.
While character levels mean nothing in CoD, they work in Borderlands just like an RPG. The higher your level, the more powerful and skillful you are. The fact that you stumbled on a shotgun you couldn't immediately use is part of the beauty here. Should you decide to use it, it means you'd have a great shotgun to use once you hit the required level. Loot a great weapon you can't use or don't need? You can sync up with a friend who might need it and give it to them.
One thing Borderlands does encourage is focusing on one or two weapons, as each weapon class has a skill level. If you use shotguns all the time, you'll level up and improve your skill the fastest. This means that if a friend of yours who never uses shotguns wields one, they'll be less powerful and efficient with it than you would be.
As for your comments though about the different ammo sizes, none of those games to my knowledge that you mentioned force knowledge of that on the player. In Call of Duty, if a friend of mine uses a large pistol and I use a small one, we get our ammo the exact same way. Compared to Borderlands though, CoD is seriously watered-down. In CoD, it doesn't matter the weapon I get, I can loot ammo for it from the same ammo crate that everyone else uses. Or if I have a certain perk in MP, all I have to do is walk over any corpse and get it - even if that person didn't use the same weapon. Borderlands actually has each of the 8 or so ammo types strewn around, so if you are out in the middle of nowhere and run out of pistol ammo, you better hope some is around somewhere.
Anyway, I think the game rubbed you the wrong way because you went into it expecting the usual FPS fare, and I can understand it. Oddly, the reason I put off trying the original so long is BECAUSE I knew of what the game was like, haha. Then I forced myself to try it and ended up being proven wrong about it... I fell in love with the game.