Is there a console command for unlimited ammo?

I believe you're looking for the following console command:

sv_infinite_ammo 1

You can find a really helpful community-contributed list of console commands on the Steam forums here.

This is late, but a post for anyone googling this question.

To practice nade throws, hit "Play">"Play with Friends", then change the settings to Deathmatch and change it from Public to Private. This will basically make a deathmatch game just for you. You can add friends if you want, but you'll need good internet to keep from them lagging.

When it loads, open console and type in "changelevel de_dust2" (assuming you're practicing for this map as it's the most popular map, if not change the "de_dust2" part)

Then when that loads, type "sv_cheats 1" into console. Type "kill" into console for good measure. Copy and paste this into your console: "bot_kick; sv_infinite_ammo 1; give weapon_hegrenade; give weapon_flashbang; give weapon_smokegrenade; sv_grenade_trajectory 1; sv_showimpacts 1; mp_buy_anywhere 1; mp_buytime 99999; impulse 101" (take out "bot_kick" if you also want to practice shooting)

Finally, type "kill" into console for the effects to take place.