Bottomless Magazines: Not literally true, but due to the architecture of modern Imperial firearms, it often seems that way. A typical example has three types of “ammunition”, in a consumables-you-need-to-fire sense: a metal-containing “magazine cartridge” that the flechettes the weapon actually fires are produced from; an energy cell to power the mass driver that makes it work; and a heat sink (containing the same high specific heat capacity thermal goo we’ll be talking about later in Deflector Shields) to give you somewhere to dump the waste heat produced by said mass driver so your gun doesn’t melt.
The flechettes are small enough and light enough (grain-of-sand size, made up for by extremely high velocity) that by and large you should never need to change the magazine, even in a whole sequence of firefights of unlikely length, although you may want to swap in a new one at maintenance time, just to be sure. The heat sink usually only needs to be swapped out at maintenance time (the goo may eventually crystallize), because in normal operation the radiative striping on the gun should be able to get the heat dumped in between uses, but if you routinely keep up sustained volumes of fire, you can carry some spare heat sinks with you and field-swap them to let you keep it up beyond what would otherwise be the weapon’s thermal limit. The energy cell is actually the thing you’re likely to need to swap most often, and it usually holds enough energy for a good couple of hours of firing, so while you may need to change it, you still probably won’t need to change it that often.
And of course, those magnificent legionaries in their combat exoskeletons have their guns plugged into the much larger energy and cooling reserves of their armor, so those guys really do have de facto bottomless magazines.