I don't know if you can find a roll of caps anymore. They used to come in a box with 5 rolls inside and you broke off a roll as they were perforated and stuck together. The box probably cost a whole nickel or a dime, tops, and you opened the side of the cap gun and fed the end in under the hammer.
When we played "cowboys and indians" or "good guys - bad guys" if you ran out of caps ... no problem, you kept on playing and just yelled "BANG! .... You're dead!" The poorer kids weren't left out, they could use a stick as a carbine if it looked close enough for our imaginations to be a long gun.