Vampire Knight - Zero uses a gun all throughout the series (sucky series though)
FMP - Sousuke is seen with a gun several times.
x2 on Death the Kidd
Black Cat - Train uses a gun
Desert Punk - that one guy
Ergo Proxy - that one chick
FFVII: AC - Vincent is seen using two guns during the end against that big monster thing. Barrett also using machine gun like things.
KARAS - The guy with the red hair uses two guns, I think. I haven't seen it in a long time.
Eden of the East - The main characters are scene with guns, though I don't believe they ever use them :/