
Matt Stich |

You can enchant ammunation directly. 50 pieces for the price of 1 weapon. So yes, over time that get's expensive.
I don't think there's an item that does it by RAW, but maybe you can convince your GM to let you build/buy a Glove of Forceful Throwing, akin to the Amulet of Mighty Fists?
Shuriken are not ammo. They have to be enchanted one by one. Also, I second a glove like that, or something like it.
Edit: Actually, nothing thrown counts as ammo. Sling bullets are ammo but a sling is a ranged weapon in the vein of a bow.

Khuldar |

Like how a Sling or a Bow gives its ammunition its enhancement bonus.
Potions (oils) of greater magic weapon and flame arrow will work. A bit pricey for day-to-day use, but might be worth it right before the showdown with the BBEG.
Custom gloves that do this sort of thing pop up a lot, but I don't think there are any in the published core rules.

Dragonchess Player |

A wand of greater magic weapon (11,250 gp) is a bit pricey, but one charge can give up to 50 pieces of ammunition an enhancement bonus (+1 unless the CL is increased to 8 to get +2, for a market price of 18,000 gp) for 5 hours (8 hours for the higher CL version). In the long run, the wand is actually cheaper: 2,300+ gp for each set of +1 ammunition vs. 225 gp per charge (or 8,300+ gp vs. 360 gp per charge for the +2 version).

Dragonchess Player |

They're generally not worth the bother to enchant. Buy them masterwork, and let your sneak attack dice be the damage enhancement.
Sneak Attack is harder to achieve with ranged attacks. Also, DR will tend to eat up a lot of Sneak Attack's bonus damage in many cases when using weapons without an enhancement bonus.