was in the Marine Corps in Vietnam, with Golf company of the 7th Marines and saw any number of people shot, about 8, IIRR, within arms reach.
Typically, if it’s in the chest or head they just grunt and go down. There’s generally a lot of twitching and some groaning and moaning, if they are not killed right off. A stomach wound usually nets you a screamer until shock and blood loss kick in. Arm and leg wounds are the worst to be around, though they’d be my choice if I was the shootee. There’s lots of pain and they stay conscious, usually.
Comparing my memories schrapnel wounds seem to hurt more (as a very general and often not applicable rule). There’s usually lots of them, they burn like hell (personal experience), they are often superficial enough so that shock doesn’t kick in, and they tend to look messier.