I've been playing in a Bonn based game for a while, and we mostly ignored the issue up to the point where it was interesting for the story to have the police confiscate weapons and such.
One point to keep in mind is that Weapon laws here in Germany not only apply to the PC's, but the NPC's as well.
(Knowledge of American Gun law is mostly based on tv, so please correct me if i'm wrong)
In America it's fairly easy to get a Gun. Unless you have a criminal record it is your right to have one. Correct me if i'm wrong, but Rifles don't even require waiting time as far as i know. Heck, you can buy a Gun at Walmart.
Here in Germany any and all Gun purchases (except for very weak ones) require you to get a special permit.
The idea that someone has his own "army" of armed mercenaries is basically inconceivable here. There are no paramilitary groups around here. At least none that i know of.
What I'm trying to say. Yes, the PC are limited by German Gun Law. But so are most NPC if they want to avoid drawing attention to themselves.
If they send a group of Mercenaries to assault someone, even if it's in a rural area, the police will maybe not catch them in the act, but it would be something so outlandish that it will draw national news coverage and major investigations.
(I guess that's probably the same in the US. Again, my knowledge is mostly TV based, and that's not quite reality...*g*)
Or think of something like Marcone's "place to conduct noisy business". I don't know how Americans view that in terms of realism. But for me it's totally absurd. The same goes for something like the Raith Deeps.
Ok, I'm starting to get very off topic here, but let me add one last thing.
Generally it's way more probable for something to happen unnoticed in the USA than in Germany.
The USA have about 300 million people, Germany has about 80 million. But Germany is waaay waaaay smaller.
Population density in the US is an average of 32 people per square kilometer, in Germany it's at 229.
Anyways. All that is not really important. If you want your Private Investigator PC working in Aachen or any other German City to be armed, go for it.
The Dresdenverse is not our world. There are different rules there.
If you want to really crack down on Guns and such, give your Campaign an Aspect like "Really Strict Gun Laws" and compel the hell out of your PC's. It'll be a ready source of Fate though, if you plan to present them with a lot of combat. Be ready for a lot of things like this:
GM: that biker is walking towards you, he want's a fight.
PC: Oh if i only had a Gun... Fate point please
Ok, i gotta stop now before i totally go off the rails with this post.
So long.