I keep hearing, why not just shoot Voldemort.  

Ok lets look at harry potter world physics to understand why this is a silly suggestion.

Voldemort

can create a Horcrux that cant be destroyed bye physical or magical means: suggests physical damage can be controled by a spell 

can divide his soul: beyond life and death issues

can teletransport: Mass density Control

All that suggests he is inmune to bullets or…