After every fire fight, reload even if you have 22 rounds remaining. If you keep doing this, you should have enough ammunition for the long fire fights and levels.
If you are going into a total building level such as the Crespo Foundation, take along a shotgun or a submachine gun. The reticule does not shrink as much when you move with an assault rifle. You will move around a lot in buildings and room clearing. For places like an oil refinery, which has big indoor rooms and some outdoor areas, take an assault rifle that is compact to carry a punch but is still semi-maneuverable in rooms. In industrial indoor settings, take a sub that is good for big rooms and is still effective for small rooms. In total building settings, take along a shotgun. Its targeting reticule barely shrinks when you move.
On the first level that you are in an oil refinery, take an HE grenade launcher as your secondary weapon. At the end when the enemies fire RPGs, take it out. Step out from under the roof area so that enemy fires an RPG. Three enemies will appear. Shoot an HE round to kill them. Move back under the roof, reload you HE Grenade launcher, and wait until a second RPG is fired. Move around the corner and with your HE grenade launcher and shoot the man that is standing there. Turn around, and when the garage door opens, shoot the barrels on the right side with your primary weapon. Kill all enemies, secure the hostage, and the level will be completed. Note: It recommended that you save the game when you open the door that leads to the RPG area.
In order to capture Vargas you need to move fast. This will cause you to take some damage, but to take out enemies quickly use the HE grenade launcher or the Red Phosphorus grenade launcher. Use it on groups of enemies as you are chasing after him. This works best on the two guards in the cafeteria style room; if you have not caught him yet, you can shoot the grenade off the wall and take both out without stopping.
Even though you are told "no shooting" in this level, there is a surprise later where you have to shoot to first save someone then escape. Because of this, change your secondary weapon to either the Desert Eagle or SR-2. This way you will not have to shoot someone four times to kill him with a weak silenced pistol.