"Normal" bullets tend to go straight out, but this needs to be qualified. Depends on how powerful. With regarding to wandering around, since the density of the body is much higher than air, I imagine the path of the bullet would be effected some, but I'm not sure how much. I'd imagine that a bullet striking something like bone would increase the chances of a deflection. I imagine that most high powered rifles/handguns would just shatter bone with minimal path modification. Not an expert though.
With regard to bouncing around, a high powered round should go straight through. I've heard of people being shot in the head with .22 pistol rounds and having the round rebound around in the skull. Enough pop to get in, but not enough to get back out. Just a matter of physics. Is anyone aware of shotgun shells doing anything similar? I've not heard of any other circumstances of bullets "bouncing around", but I am not military or what I would consider an expert. Anyone else ever hear of that?
Not sure exactly what you heard or what you consider "very weird places". I'd tend to doubt any story where some guy got shot at a perpendicular angle in the stomach and the bullet exited the foot at an odd angle. More than likely better explanations, like being shot multiple times. I'd also consider that the person is shot at an odd angle. Consider a person shot in the head while laying down. The bullet might exit out the leg. The longer the bullet has to go through a higher density medium (body), the higher the opportunity for path modification and the bullet slowing down enough to be deflected by bone or even remain in the body.