Update: I was unfortunately not aware of Shamus Young's severe criticism of Fallout 3 available here to link in the original piece and I regret that. It dovetails rather nicely with what I've written and it's much better executed than my piece. I strongly recommend anyone...
Don't stay in one place for too long if there are snipers about.
You can jump back towards walls you've already jumped off to avoid obstacles.
In the end-of-level scraps, take out anything with a gun before you deal with the others.