Oh yeah, they *try* to kill the monsters will bullets but it never works. You'd think they'd learn after 11 seasons.
"Spirits" or ghosts are killed by salting their bones and burning them. You can temporarily cause a ghost to disappear by hitting it with something made of iron or salt. They often use shotgun shells filled with salt to this effect. Sometimes ghosts attach themselves to other objects and the boys have to find out which object that is, then salt and burn that.
Angels are killed with the angel blades. I can't remember if there's another way to kill them. Lucifer killed Castiel just by snapping his fingers, but then God (Chuck) brought him back to life.
Devils (demons) can be killed in a lot of ways. There's a knife that kills most of them and angel blades can kill them too. Angels can kill demons. Guns don't kill them, except for the Colt, which was designed specially to kill almost everything. But they once carved a demon trap into a bullet and put it into a demon's head, so she couldn't move. This was Abaddon. She was a Knight of Hell and a very powerful demon. She came back like the next season after her disembodied hand Cousin It'd itself into her head and pulled out the bullet. They had to kill her with First Blade, the weapon Cain used to kill Abel, which can kill anything, but also probably not God or something.
Sam and Dean tried to use the Colt to kill Lucifer, but it didn't work. Lucifer said he was one of 5 things that gun couldn't kill. It's a mystery as to what else the gun won't kill, though people guess it's God and the four archangels. It doesn't matter anyway, because they sent the gun back in time to the guy that gave it to them in present. One of those wonky time paradoxes, I guess.
Probably the most powerful weapon in the Supernatural universe is Death's Scythe, which killed Death himself.
Yeah, yeah, I know.