The only reason I've ever really found to have a no ammo setup for a combat ship is for sitting in a CZ for along time to farm credits/merits. With that being said, I've found that if you rely mostly on thermal weapons, but supplement hull damage with kinetics (especially MC's,) then you can still have tons of longevity w/o having to get to get out to rearm. The HFS Ares in my sig was built specifically for that purpose. I made my money by A) Getting to rank 5 in PP (Hudson) B) CZ farming with that rank 5 bonus. It was pretty dang lucrative, though a bit of a grind (welcome to Elite!)
*Note, I have those two point defenses on there, because, at the time, being such a large target, the Viper MKIV's were all kitted out with missiles and they were actually representing the largest amount of damage against me. I've been a full time miner for a few months now so I'm not sure if that's still the case.