Deus Ex is a pleasant game to explore since there are no useless or unnecessarily convoluted areas to throw you off the scent. You can find plenty of secret caches, places to disarm defenses, and defensible areas or areas with cover to use when approaching guards. Be sure to crouch when approaching guards and you will rarely be noticed, even in the open. Take notice of grates and manhole covers, since many levels are riddled with tunnels. Also, try to use blocks as cover, and move and stack them in order to reach high windows.
Speed is often as important as stealth.
Try to initiate conversations along the way. Your log will track all the information you gather, so there's no need to take notes. Also, despite their protests, you can get away with searching your colleagues' offices or checking their e-mail. Finally, when you return to a location on a later mission, revisit any caches you found. They will usually have generated a few new items.