I tend to dig graves every game - even if going as a "good" character it doesn't really change much, at least not that I've noticed. Gives you some more dialog options in a few very select places though (that info's in the guide as well AFAIK).
Also as the linked-to guide above says, best bet for guns is random encounters. OK you said "safe" so might not be best option, but if you get lucky you can encounter two groups fighting each other (they'll tend to leave you alone unless they hate you, and even then they'll probably ignore you till the other opponents are dead). You might be able to loot the bodies without getting attacked and get some killer guns that way (with ammo of course), plus cash etc.
Personally I just play the early game through in logical order, and by the time I've finished the Den (third town you find out about IIRC), you'll have better weapons. From then on you'll likely have ridiculous amounts of cash too, so much so the game can easily become massively easy all of a sudden. That happens to me anyway.
I also reckon it's worth getting Sulik ASAP and let him do the hand-to-hand stuff while you stay back until you get better ranged weapons. I tend to always play a "small guns" char too (no melee or unarmed tags), so combat in the first few towns can be a bit tedious, but Sulik makes short work of anything and he can absorb lots of damage.
