A lot of damage? Like hitting the side of a school and making a mess for the janitor to clean up? Seriously, people have no idea how light and fragile small planes are.
Some nut flew a comparable plane into the White House some years back - I mean full-on impact. Building damage was negligible, plane was a complete loss.
Another similar plane was stolen & flown into an office building not long after 9/11 (inspired thereby). One office was damaged.
Launching missiles or firing 30mm cannons full-auto would do a lot more harm (and cost more) than they would prevent.