Wow, that's a tough one. Go with Old World Blues. It will give you a nice player housing! And you can pick up some cool old world tech! It's also a large place and fun to explore (well yea fine, the Robo Scorpions are not fun, and they say that it's a bullet sink.) It's funny, too and the housing really makes up for using a ton of bullets.
I played through it on Easy and I didn't really use that many bullets. You will find a lot of energy cells though and an energy gun worked well for me the first time around (Tri Beam Laser Rifle, fully modded). I was also around lvl 25ish. I'm playing through it now, using the Gobi Campaign Sniper Rifle with hand loaded bullets, those work really well.