Normal ammo has the same legality class as the gun it's for. (well, at least that's how it works without interference from the error demons)
Some ammo types may have worse legality rating (for example a flare gun fires flares - bot ought to be completely legal; bit there might also be a slug round used for military versions as emergency defense shot, and that would be illegal for civilians to own... or a slugthrower pistol might be legal planetside with permit, as would be standard FMJ ammo, but armor-piercing ammo would be illegal for civilians... that sort of thing. Not really applicable to energy weapons of course... there we would habve illegal modifications "hotshotting" the gun to increase the energy output, or modifying it for autofire, etc.)
And finally... devious players (especially those who own illegal guns and don't want to pay black market prices for their caps, or leave a trail for security to follow) can get around the requirements by fixing up a jury-rigged recharge station to fill spent caps! It will be more expensive (just like rechargable batteries are more expensive then disposals); it will be tricky (so the character needs to have the right knowledge and skills, or find someone trustworthy who does), and it is one more thing that can go wrong, break down or be discovered by the authorities. And remember, power itself is usually regulated and controlled on space stations (watch "And the Sky full of Stars"; Knight One & Two have to bribe that security guard to get the energy pod they need for their cybernet).
