I've got to sorta/kinda disagree with #8. Jacketed bullets do cause sparks at the barrel and at the impact point, assuming you're shooting something hard enough. Jacketed bullets can be found for pretty much all classes of firearm, and in my experience are far more common than non-jacketed.

So, if you're watching a relatively modern war movie, or gangster flick, or (these days) romantic comedy, it's feasible that a bullet impacting a concrete wall or car will throw off a few sparks.

However, if you're watching an old western or civil war movie and you see sparks from bullet impacts, you should be justifiably pissed.