Tom Clancy's Rainbow Six Vegas (PSP)
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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.
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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.