A lot of people have wondered why a stake through the heart will kill a vampire, but not a bullet through the heart. The reason is that in earlier versions of the vampire legend, the stake had to be oak or ash, as these were considered sacred woods. Eventually, that transmogrified into "anything made of wood will kill as long as it enters the heart, but not any other material".
Of course in some versions, (but not Buffy/Angel, of course) silver will kill vamps. Silver bullets, they're not just for werewolves anymore.