There's really two ways of handling with the mouse. One is to just click mouse1 to fire, which also has the advantage on certain guns of firing faster. All the revolvers for example have a higher fire rate when you click rather than hold. It also cuts your reload time a ton for single shot weapons like the crossbow or hex rifle to just double click mouse1 with every shot, as that will start the reload animation much quicker and cuts the reload time on them almost in half.
Otherwise I use the thumb button for reload in certain cases, like having cog of battle, where I need more control over when I'm actually reloading.
Also, pay attention to some of the guns, as a quite a few of them have a special round they fire as their last bullet. Stuff like the judge dredd gun and the duckhunt blaster fire a unique round as their last bullet in a magazine, so you don't ever want to reload those early.