Tom Clancy's Rainbow Six Vegas (PSP)
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.
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.
If you are down to one or two magazines and use less than half
of that magazine, you can reload once or twice depending on how
many rounds you use.