Instead, make a note of its location so you can come back when you really need it. If you hear grunting or roaring, it goes without saying that a Pig Cop or a Trooper is nearby. The Assault Captains' transporters make a distinct noise when they materialize, and don't forget to listen for the sounds of secret doorways opening because they won't always be directly in your line of vision. Use the environment to your advantage - You can greatly augment the destructive power of any weapon by using it on certain objects. In the arcade above the theater in level 1, for example, simply stand in the elevator and use the pistol to blow up some yellow oxygen tanks and kill all of the enemies in the room.
Fire extinguishers blow up nicely, too.
If you know you're about to enter close-quarters, switch over to the chaingun or shotgun. Save your RPG and pipe bombs for when you really need them. A Bird's Eye View - Once you've cleared out an area, use the jetpack and have a look around from a better vantage point. You'll find ammo, armor, and even buttons that you normally wouldn't see. Practice, practice, practice - Before you even think about getting into a modem or network game, make sure you know the level inside and out.