Not only could he shoot you, but he could also throw a rock at you, set the building you are in on fire, lasso you and drag you out, pump poisonous gas into your room... ect, ect, ect.
A few films have shown this type of thing, but the only one I recall off the top of my head is the scene in sleepy hollow where the headless horseman throws part of a fencepost (with a rope attached) into the church, impaling a guy and dragging him out by it.
Heck, nothing really prevents the vampire from grabbing a leafblower and breaking a circle, if you made it out of salt or the like. Similarly, he could douse the area with enough water to ground the circle out.
So, circles are really best at things that are unintelligent, or for things that you've summoned into the circle (the demon's not appearing with a gun, after all.) It also shows how crucial it is to keep your work area clean; nothing sucks more than being beheaded by a perfectly thrown piece of junk.