Yeah you can customize virtually every aspect of your gun - scopes, magazines, colour, etc.
Every gun has various parts which can be customised.
Here's a helpful http://img402.imageshack.us/img402/7856/carb9fullmod.png.
> Out of ammo
> Picks up enemy weapon
> Weapon does not have said colour
> No longer part of the ''clan''
Picking up a weapon is not really a viable option though, as you only pick up the remaining ammo in the current magazine with it.
You'd rather have your soldier clanmate throw you some ammo.