It's ok to quicksave. You're no more of a man if you don't. Quicksave whenever you're full on weapons and health, and do it strategically. You don't want to keep fighting the same enemies. So, save when you've cleared a difficult area.
Every weapon has it's purpose.
The Compression Rifle is perfect for shooting giant bugs in close quarters. The Grenade Rifle works well to eliminate groups of enemies. Don't be afraid to use a weaker weapon. A little cunning goes a long way in this game. Peek around corners to even the odds.