Wikileaks, though technically not a wiki, provides an easy means to disseminate information that some find it desirable to share against the wishes of those who find it desirable to keep secret. Aside from the morality of the leaking itself, such a service provides a look into the activities of...
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.