It really depends on what you're having trouble with:
- Are you running out of health often?
--- Do you know what corner-shooting and/or scouting are? These alone can and will improve your game drastically, and keep your health steady without putting yourself in harm's way.
--- Do you know when to use the running tactic? It will get you out of a rough situation and can be used in tandem with shotguns to really tear up a group of enemies without taking much damage in return.
--- Do you often take damage opening doors and getting hurt by several enemies at once? Try to open the door from a diagonal instead, or simply shoot the door down from a distance and enter the room that way.
--- Do you take a lot of damage from splash? In situations against enemies with splash damage (particularly Barons of Hell), distance yourself from the edges of the room so that, when the attack is avoided, you are safe from splash.
- Are you running out of ammo?
--- Do you lack bullets in a pistol build? Unless you strive for a high-offense strategy (maxed Son of a Gun and Son of a Bitch), it isn't cost-effective to aim for 100% kills. Fight easy-to-hit, easy-to-kill monsters, and avoid other enemies when possible. When you find captains or former humans, be sure to unload the weapon as well as pick up the ammo.
--- Do you lack bullets/cells for a chaingun/plasma rifle build? Max Son of a Bitch and consider not taking the second point in Triggerhappy, as this may lead to wasted ammo. If you are working toward the Ammochain master trait, keep a shotgun around until you hit level 7 and don't worry about ammo. If y ou are working toward the Cateye master trait, Eagle Eye should keep your shots accurate and very little ammo will be wasted as a result.
--- Do you lack shells for a shotgun build? The Army of the Dead master trait can immensely help ammo conservation when it comes to shells, reducing all enemies' armor against shotgun weapons to zero. Otherwise, kill the easy enemies and avoid difficult groups, particularly a pack containing an Arch-Vile.
--- Do you lack rockets/cells for your explosive weapons? These should only be used in very dangerous cases, especially if there are several enemies that will drop ammo when killed. Save your rockets for walls and large packs of enemies you have to kill, and save the BFG for the Cyberdemon or equally challenging scenarios.
--- In general, pick up as much ammo as possible early on, where bullets and shells are plentiful.
- Do the levels you're having trouble with include...
--- Arenas? Unless there are enemies in your immediate vision, pick a side and kill everything on that side as quickly as you can, then make your way to the other side slowly. If there are enemies in your immediate vision, hug a pillar and play conservatively.
--- Hellish Caves? This will really depend on the particular setup of the floor, but most of the time you'll want to find an advantageous region of walls and practice corner-shooting. Most Arachnotron-filled caves are not worth the trouble, and you should find the stairs as soon as you can.
--- Maze of Rooms? The longer a level goes on, the most likely enemies will be in the center of the map: as a result, you will be mostly safe along the outer ring of rooms.
--- Hellish City? Be wary of your lack of vision when approaching the end of a wall. Always try to slowly increase your field of vision so that everything can't attack you at once.
--- Mazes? These are usually the most tricky, and will require an experienced player to successfully navigate them. Rockets and explosives will really blow open these areas, so don't feel afraid to use them in order to make the level a little easier.
- Is Hellgate too diffiult? Try destroying the walls ahead of time to reveal enemies one by one.
That covers what comes to mind off the top of my head. Give me something more specific to work with and I can be more helpful.