Complete all levels on the hard difficulty

Hard difficulty is available to you from the get-go, and I suggest you make full use of it to avoid playthrough monotony. On Hard mode, difficulty isn't your primary cause for concern; it's the checkpoints or lack thereof. A few bad moves, and you could end up restarting the entire level from scratch. Most levels (not whole chapters, but levels) only have two checkpoints at most.

On Hard difficulty, you take more damage, but give less in return. Keep reading for a few handy tips.

Health system is tiered, and has three phases. If you take damage but your health meter is still green, you will recover full health over time so long as you do not take additional damage. If it goes down to yellow and red respectively, you will not be able to recuperate completely, and instead need to look for health packs scattered across levels, and/or randomly dropped by enemies. Therefore, you are advised to walk over every dead body after a skirmish.

Use cover often. All Helghast soldiers are blessed with near perfect Marskmanship. They will hit you from a distance where your crosshair won't even recognize them as enemies (denoted by your reticule turning red). In Hard mode, this could mean a quick death.

Peek out of cover when shooting. When you use a wall as cover, and let your weapon's reticule be the only thing peeking out, the enemy's excellent aim will dwindle... well, most of the time that is.

Allies will prove to be extremely useful in this game. They are, in no way, similar to the dumbed down AI partners commonly seen in modern day shooters. When you hear Rico readying up his chain gun, you know somebody is going to have a really bad day. At any rate, use your allies to your advantage. If you are low on health, lead your partners to a firefight, and let them fight the good fight while you go slurp a hot chocolate. Enemies will rush you, but they will seldom flank you.

Sprinting uses stamina, and not to mention, it's awkwardly mapped. Do not let your stamina run out while you are out in the open. It could end with you being easy target practice for the Helghast.

Know your role. When you play as Rico, you can afford to take a lot of damage; not so much when you're playing as Luger. Luger, however, can sneak behind enemies and do things other characters cannot while remaining inconspicuous. Rico will almost always get noticed when doing so.

During the latter levels, use the StA-3 Light Machine Gun as your primary. It's powerful, it's deadly, it makes mincemeat of heavily armored Elites, and its ammo can be found everywhere. There is no reason not to use it.

I found grenades to be useless during my Hard playthrough. It has a really long discharge animation, which would make you a sitting duck when attempting to throw it. I would only use it when the enemies were being distracted by my allies.