It seems rory could have used it many times for getting out of particularly tight spots, so why didn't he use it then?(unless I missed a huge timey wimey spacy wacy thing)
He did use it:
to kill Amy back in 102 A.D.
in his National Musuem guard disguise: he shot at the Dalek and forced it to retreat!!
(and possibly many times more over the years - or rather centuries - while protecting the Pandorica and Amy within it)
After The Doctor flew the Pandorica into the ever-exploding TARDIS and repaired the cracks / rebooted the universe, Rory was no longer an Auton, just regular flesh and blood again, so he had no Hand-Gun to use anymore.
In addition to @Ixrec's perfect quote: Rory must have been human again, since
immediately afterward Amy and Rory went on their honeymoon which led to River, which would have required them both to be human.
If you're talking about when Rory was an Auton in The Pandorica Opens and therefore had a gun in his plastic hand, the answer is that he went back to being human after the universe was rebooted in the subsequent episode, The Big Bang.
I was a little confused about this myself until the Doctor said this around the middle of the next season, in A Good Man Goes to War:
DOCTOR: No! No! Impossible! It's all running about, sexy fish vampires and blowing up stuff. And Rory wasn't even there at the beginning. Then he was dead, then he didn't exist, then he was plastic. Then I had to reboot the whole universe. Long story.
Which I'm fairly sure is a confirmation that Rory is human after the "reboot".
Also, in The Curse of the Black Spot, Rory cuts his hand on a sword. An Auton probably wouldn't be damaged so easily.