I went out, slaved, farmed glimmer and bought Heavy Ammo from the Gunsmith. If you spent Strange Coins on your Heavy Ammo, you're the scrubbiest scrub who ever scrub a scrub. You're not supposed to use Strange Coins for anything that drops or anything you can work for.
You spent your Strange Coins on telemetry? Scrub. Level that gun like a Guardian. Upgrading your gear? Scrub. Suffer until you get an upgrades drop. Helmet Engram? Scrub. Exotic Shards? Scrub 1337. Real Guardians dismantle exotics for shards. Thorn sucks. Dismantle. SGA
Sucks. Dismantle. The only thing you should buy from Xur are Sparrow upgrades and Quest Items...unless those are dropped and then you're back over in the scrub pile.
You've been warned.
Edit: Wow. Thanks to all the Earners and Xurners for coming out and supporting this post. Special shout-outs to all the people who know sarcasm when they see it. I thought the whole "Scrub 1337" or dismantling exotics would have tipped people off, but it just goes to show blah blah blah.
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Dismantling exotics was my favourite part.