Gesen Cheese

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Well, OK, it's not so bad with Gesen and Firetooth. But how do you explain the other weapons (Tashernon, sling of ??)?

 

I don't consider it cheese as well.
Consider a weapon like Flail of the Ages: It has 'unlimited' ammunition and to its regular damage is added some good amount of elemental damage.
Why shouldn't some top gear 'magical' bows enhance the damage of arrows by 'magical' means ^^?
It doesn't unbalance the game vs melee weapons in favor to bows, anyway.

 

I'm conservative by nature, and a bit of a pack-rat. My play style reflects this in ALL games. I see magic arrows as a limited resource (save for the quiver of plenty), but do not view normal arrows as a scarce resource at all. In fact, I treat it like there is an infinite number of them.

I use the ease-of-use patch to let me stack up to 5,000 arrows (or was it nearly infinite in BG2, I forgot which ease-of-use did which between BG1, BG2, and IWD. At least one of them only let you stack 5,000. Doesn't matter).
I usually wind up with something like 500-600 normal arrows (split between Minsc, Imoen and Yoshimo) from Irenicus' Dungeon alone, and get a ton more in most of the quests. So, I like to shoot off the normal arrows first. Of course, once I get to Watcher's Keep and get the quivers of plenty I'll [ab]use those for my shooter with the highest THAC0 (to give him/her a better chance to hit).
I never buy normal arrows in the game as a result. I don't think I ever usually buy bolts either. I do buy darts if somebody uses them, and I'll buy throwing axes or throwing daggers. Particularly if I'm using a kensai or cavalier or if my mage has a proficiency in daggers rather than darts or slings. Then again, I'll [ab]use Firetooth and Boomerang Dagger ASAP.

Thus, I'll try to use the cheapest stuff first, then the more expensive stuff.

 

Regarding buying regular arrows, bolts, or sling bullets, no - there's never any need to purchase them. (You may have to buy bolts or bullets in BG1, as few enemies carry them, but never in BG2.) You're definitely right about there being several hundred arrows available in Irenicus' Dungeon alone - I don't even bother picking all of them up - and you'll find a couple hundred bolts and bullets too (all of the duergar dwarves you find there have one or the other). It also seems like a good number of the street thugs you encounter have bolts. With slings, it's less common, but I have never run out of them either. That's probably because most of the characters that use slings (mages, clerics) only fire once per round. Even if your character isn't specialized in bows, they can still fire twice per round, so your burn rate is at least double. (Any character using Tuigan available pretty much right after you leave Irenicus' Dungeon would be at 3, and Mazzy armed with Tuigan bow can actually fire 5 arrows per round.)

I'm pretty sure the quiver/case/bag of plenty are all available in the top level of Watcher's Keep, and all are available WITHOUT having to activate the altar to head down to the second level. It should be relatively easy to get in, get the ammo, and get out. I don't typically do this, as I prefer to be of sufficient level to not just start, but finish WK when I go there (which for me is right after battling Gromnir). As such, I do not know if Cromwell is capable of upgrading the case/quiver/bag of plenty to the +2 version, or if that is a service only Cespenar provides. If Cromwell can, that would obviate the need of picking up all normal, +1, and +2 varieties of arrows. You may still want to carry around some acid/fire/cold arrows, as - assuming the enemy isn't immune - they actually do more damage than +2 arrows.

 

You can go to Watcher's Keep straight away to get the quiver and case of plenty as they are indeed at the top level and easily available. The amount of guardian statues that appear on the top level are based on your (party's?) level when you first enter the Watcher's Keep. It may happen that therefore the statue with Foebane doesn't spawn, or at least it appears to have happened to someone here on these boards.

Something to keep in mind, anyway.

Cromwell doesn't upgrade the case and quiver of plenty, but there is a component of BG2Tweaks (or BG2Fixpack, I forget) that allows him to upgrade these and other ToB items that you can find in WK.