A Double Anarchy can easily run past the amount of regen that a Siren's Mercenary class mod provides. I recall fighting Knoxx one time on my Siren, and I had to run around for awhile, because I ran out of bullets. Zin, you need to stop using those low fire rate SMGs.
There's nothing wrong with spending your money as you end up getting a ridiculous amount anyway. Money
really starts pouring in once you start fighting the Lance, because they have a ridiculous amount of drops (2-3 per enemy). The only bad thing is that Borderlands is pretty restrictive with your inventory space, which makes fighting the Lance a double-edged sword. When I clear out New Haven, I usually visit one of the vending machines at least 5 times. It's even worse when I found myself keeping good weapons that
I wouldn't use, but
another character would.
Now that I cheated and jacked my inventory and bank space up to 999, I don't care.

But it sure does take forever to sort through and sell 300+ items.
I've played all of my characters (69 Siren, 69 Hunter, 55 Soldier, 9 Berserker) alone as well and it's still kinda fun each time.
I'm assuming that it's a 2-round revolver? Revolvers gain a ton of damage depending on how big their clip is, and while it may look nice on paper, I highly recommend a 6-round revolver over a 2-round. The constant reloading is
not good against a lot of enemies. Although, I think I did switch to a 3-round Defiler (a very good caustic revolver) simply so I could give my older (level 22

) Defiler to my Soldier as caustic weapons are godly against Lance and other mechanical units.