Tip: Make sure you check everything, everywhere. Some locations are small or hidden, such as the safe under a computer in part one of the Arctic mission.
Tip: When facing two foes, rush one of them and try to put him between you and the other attacker. The other attacker's shots will help fell your assailant.
Tip: Enemies with guns tend to be weak in hand-to-hand combat, so close in and duke it out if you're having trouble.