In regards to firearms, only certain members of the police have access to them. The exact amount seems to vary in region to region. Off the top of my head, a license is required for firearms, and there's not a lot of people here in the UK who can justify having a gun (usually something like a shot-gun, they MUST be locked up, and the police will take any reports of gun sightings VERY seriously).
In regards to the three books I picked as universes to plunder, here's a very quick sketch of the characters available. It's been a while since I've read any of them though.
Felix Castor - Castor is an exorcist, who gets rid of ghosts for a price. His ability has nothing to do with religion (he actually uses a harmonica to make a song that lets him 'tune out' the ghost. Other exorcists have different methods of removing ghosts. Castor usually needs to do research on a ghost before he can exorcise it though.) The books do remind me of Hellblazer (not that that's a bad thing), but to be fair, Mike wrote Hellblazer for a few years. That's one series I really should see if it's been done using DFRPG as well.
Exorcists are the main 'magic-users', as the entities they get rid of can usually only be banished by one (it's an actual ability, not a skill-set). Other characters include normal humans , ghosts, demons, zombies (they don't eat brains, they're ghost's who've possessed their own dead body), lycanthropes (ghosts possessing animals). Also, the world knows that ghosts exists. Other beings, I'm not too sure about. Mike Carey is hopefully going to be starting the next book soon (possibly another one as well. I met him a few years ago, and he was pondering doing a spin-off novel featuring another character from the books).
Neverwhere - characters are a full spectrum of odd. The most famous of these three I've put up here. Too much to cover, and I'd figure if you've read Dresden, you've read Neverwhere.
Matthew Swift/Magicals Anonymous - Brief synopsis time. Matthew Swift was a sorceror, until he died in a phone booth. And they never found the body. Two years later, he comes out of the phone line, merged with the blue electric angels, the spirits of snippets of communication throughout the telephone system, and very, very annoyed. Probably the best way to describe the Swift books is earlier Dresden Files meets Neverwhere's variety of characters.
The Swift books features,
sorcerors - individuals who channel their urban environment (summoning exhaust fumes to choke an opponent,)
warlocks - people who gain power by brokering with spirits (they're not really covered in the series)
wizards - learn spells from books and teachers (again, they're not really covered in the series. One spell Swift does is to hold a monster made of rubbish that's trying to kill him involves him crossing over the gate at the tube and holding the creature in place while shouting out the small-print of his rail card).
The Aldermen - guardians of London, wield the power of the Dragon of London (Kelly turns up in book 4. She is glorious).
There's a variety of magically powered gangs as well, but again, its been a while since I've read the books, though there's bikers who can travel a lot faster than they should, graffiti artists who's art can become alive, and a few others.
Magicals Anonymous (same universe as Matthew Swift, but different main character.)
Shaman - the main character from Magicals Anonymous is a shaman. Gains knowledge by walking through a city. Can walk through walls.
Magicals Anonymous itself - a support group for those who have magical abilities (including a hypochondriac vampire, a troll who enjoys cooking, a banshee with a voice that can shatter eardrums who appreciates fine art (and uses a white-board to communicate), a necromancer (the nicest one I've ever read as well), a woman who when nervous, spontaneously turns into pigeons...)
