If you got access to the grenade launcher you're pretty lucky; use it the whole time because it realy helps if there are a lot of soldiers in front of you.
Now I have suggestions to some levels, not all of them.
When you are in the level with the big robot that you steel from a garage, I didn't know what to do when I walked out the doorway so I found out what to do and after you steel the robot walk out the door, now turn to your left and there will be a barricade. Blow it open by firing your cannons (pushing spacebar), then continue. When once you get to the end of the road there will be a roadblock that you can't go through. Turn to your left and there will be a plain wall, blow it open and there will
be a passage way, jump out of the robot and continue your mission.
When at the last level try to use a grenade launcher to get through all the super soldiers, it realy saves time. Now when you get to Molov, watch the movie and then keep running because he has that robot. What you do is keep hiding behind the centre wall and as you make it around the wall out of the robots way somehow your health keeps replenishing. So keep going around the wall, since you now have the anti personel grenade launcher, justkeep firing it at molov. Now after you kill molov"s robot he will pop out with a railgun so don't stand still, even if you are behind the wall because he can stand still. Give him everything you got and try to hit him in the head with a grenade or two because his health really goes down fast.
When in the level with quill and she is in the tower and the zombies are coming at you. What you have to do is either use the rail gun or the grenade launcher and keep fring at the zombies. Now they keep coming and they do not stop coming so don't waste your ammo on them. You can't get into the cathedral through the front door, so what you have to do is go all the way in the back where there are a whole bunch of coffin houses (those little cement buildings). Look for a really big one in the back, get inside and there are a whole bunch of guards so be careful. After you kill the guards look for loose boards in the ground and blow them open until there is a hole to go inside. As you make your way through the tunnels there will be a lot of zombies and soldiers so watch out. When you get to the end, quill will be waitng for you. She is pretty hard, so use all you have.
When you are in the level with the military courtyard and there is a robot you have to get pass, do not use your machinguns to destroy the robot, use your grenade launcher and keep firing, he will soon blow up. When fighting it be sure to hide behind anything you can find boxes, walls, sides of buildings, and even vehicles but do not stay still because it will use its rockets to blow up, where ever you are.