Tom Clancys Rainbow Six Vegas (PSP)

Reload
If you are down to 0 magazines and have reloaded at least once prior to running out of ammo, you can load all the rounds you have not used into a magazine and have bullets to shoot.

Surprise the enemy
Always use shotguns to take out enemies no matter what. You should also take advantage of the pistols. They are good for long-range head shots. C4 explosives are useful for blowing up a door to kill or surprise the enemy.