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...
You can overlap moves and that is essential for some of the harder puzzles so use it.
Don't waste a shot breaking a piece of glass - try and hit something first.
Explosives are great, and go through solid platforms.