Honestly, guns don't really cause all that much of a change to the game. All they really amount to is a smaller, faster-firing crossbow, with much greater ammo capacity. Low strength characters who would use crossbows tend to use guns instead. High strength characters still use bows because they can employ their strength on a strenth-rated bow. Everyone also carries a backup pistol.
I ran a game for over a year using WWI era firearms. Modern firearms were generally simple weapons. People frequently kept revolvers or derringers for self-defense, and farmers frequently kept a shotgun in the house. (Firearms were fairly cheap in my game).
Contrary to popular belief, they do not supplant magic in any way, shape or form. (They only thing is that they supplant is the crossbow.) They also do not unbalance the game, even if you allow rapid fire weapons such as machine guns as I did.
The only thing that the DM has to watch out for is the potential for the players making really big explosives, because hand in hand with firearms technology comes explosives technology. Sooner or later the players will try to create a really BIG bomb. The DM early on needs to be aware of this and decide on how to handle it. Also, ranged combat becomes much more common when efficient pistols appear, so the DM needs to be familiar with ranged combat rules and cover and concealment rules.
Lastly, the DM needs to just allow magic to advance normally alongside firearms technology. There is no reason why a pistol +1 keen, flaming burst, shorcking burst or something similar shouldn't exist and be available to the PCs and NPCs.
At least one of my players kept stocks of +1 holy pistol bullets made of silver or cold iron for fiend-slaying. After the initial shock of running into a warforged titan wielding a pair of heavy gatling guns +1, flaming, frost, shocking, keen, collision (2d12+6 +1d6fire, +1d6frost, +1d6 electricity 19-20/x4crit) guarding a baatezu bunker on the Gray Waste, they learned to expect anything . . . including the bearded devils who later attacked them with unholy handgrenades fired out of grenade launchers.
Tzarevitch