In all the talk of graphical downgrades no one seems much preoccupied with 'why?'. Why build something and then proceed to tear it down, piece by piece, in the hope that ever more diminished expectations about the final product won't be severe enough to...
Conserve ammo for tougher enemies and don't waste your grenades until you come across a room packed with baddies.
Save often! Max Payne doesn't automatically save your game, so head into the menu and save your progress before any tricky bits.
Listen up: most enemies will have audible conversations, so you'll be able to hear where enemies are and can get the drop on them.