Shoot those rockets down[edit]
Grenades and seeker missiles can be shot in midair to cause them to explode prematurely, which can make for a good defense; your basic laser gun is fairly good for this when charged up with ammo. Beware, though... the same is true of your own grenades and rockets so you might want to think twice about using those weapons against things like rapid-fire turrets.
Apply blast damage through solid architecture[edit]
The blast damage from rockets and grenades can damage things on the other side of a thin enough floor/ceiling. This typically costs more ammo than scoring direct hits does, but sometimes it's worth it to blow up a large cluster of enemies while they're still safely walled off from reaching you.
Destroy Ants with exploding architecture[edit]
If an enemy is in contact with a destructible wall/floor/ceiling when it explodes, it will be instantly blown up as if with napalm. In some areas this is helpful for destroying hordes of Ants at once. It works on other enemies as well, but tends to be most effective against Ants due them usually crawling directly on a floor or ceiling.
Destroy enemies with their own turrets[edit]
Gun turrets don't only kill Nick. They'll destroy all sorts of other things as well, such as Ants and other turrets, which can sometimes be used to your advantage.
Hold down buttons to do things quickly[edit]
You can hold down the key while running about or in freefall and you will activate any activatable thing you pass near. This is quite helpful towards the ends of the game where you might need to enter a door as fast as possible to escape a time bomb explosion. Doing the same with 
when you're about to get one of the special powers will make you immediately start running/flying when you get the powerup which can also be handy.
Switch to laser without ammo[edit]
You can still fire the basic laser without ammo, just at a slower firing rate. However, the game doesn't let you switch to the laser with the key if you have no ammo. Hitting to cycle weapons instead will allow you to select it even without ammo, though! Handy to know especially for the following...
Secret hunting with lasers[edit]
You can use your basic laser gun to check for most secret walls. If the impact of the laser is a white pulse, the wall is typically solid. If you see red sparks instead, it's an indicator that the wall can be blown up if you keep shooting. Be aware, however, that some walls explode only by scripted triggers.
Save when low on health[edit]
When you restore a save, your health will be back at full, so if you reach a save station when you're low on health, save! This also means that it may be worth rushing past an attacker if the next save point is just ahead, and clearing the opposition only after you've secured the station. If you die after, you'll be able to hit the ground running when you go back in. When dealing with some of the more extreme custom levels out there this may be the only way to survive.