The best gunshot I've heard in recent films was in 'Bone tomahawk' (Kurt Russell) truly devastating. I haven't made one myself but it would be using techniques already suggested. To me though (others may disagree) the magic ingredient to any natural sound you want to really punch/thunder through is that your source material is recorded with high quality mics and preamps and not some low-fi third gen rip Mp3 from freesound.orga free collection.
