I've run exactly one session of AW, without parental supervision, so my 'experience' may not count for much, but:
If you don't want to make it an omnipresent difficulty, then you definitely want to restrict it to a hard move like taking away their stuff. The less rules I have to invent or call upon, the better. Personally, I usually find more interesting moves to make like splitting the party or capturing somebody, and I only take away their stuff when I can't think of anything more interesting.
Stuff, to me, is... stuff. Meh. If it's their only gun, they probably don't rely on it overmuch anyhow, and have other ways to survive the conflict at hand. If it's not their only gun, well, they're just gonna haul out the next one and worry about it later, when it's a lot less important. It's just not that interesting to me.
You might find a situation where it *does* get interesting, though... or think up a place which *makes* taking away stuff interesting. In that case, go nuts.
For example: If you fail a +hard roll fighting atop the Cliffs of Denver, you drop whatever you were going hard with... and it's a long, long way down. You wouldn't be the first, chump, and you probably won't be the last. Come to think of it, if you *could* make it down there, who knows what sort of oddments others have dropped or tossed?
Landscapes are threats. Threats get custom moves. Custom moves are good times. Or hey, maybe it's just interesting to you when guns jam up. Give it a try, see how it works for you. Antique stuff, automatic or semiauto stuff, stuff you've got to reload- all of that is liable to jam up. Johnstone's got it right- missing is for suckers.