I can make a brush either solid or non-solid with the shaders. But how do I make a brush that lets bullets through but is solid to everything else? Or a brush that lets 90% of the bullets through but is solid to everything else? Or is selectively solid for other things?

I think that's going to be one of the clip brushes under 'common' textures. Perhaps you can look at the 'common.shader', to see what parms those use, and make something custom?