I don't use Vex, it burns through ammo too quickly even with Enhanced Battery which you absolutely have to take.
It also takes up the exotic weapon slot for Patience and Time which is way better anyways.
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It only burns through ammo if you're inaccurate.
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No it really does burn through it. We have 7+ Vex's among the group I play with and 3 in my small Core Raiding Clan and we agree it is. We've also came to the conclusion that Gjalahorn is much more useful for the raid than Vex. Vex is better suited for PvP.
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i got it as well and is does burn through it's ammo quite fast. still love it though