Requoted for hilarity:
Fire -- Choose target... The missile hits the Cyberdemon. The Cyberdemon
FUCKING KILLS YOU. You and your friends are dead. GAME OVER.
A reference to Friday The 13th for NES (also seen on Angry Video Game Nerd) I presume?
Preparing for both the Cyberdemon and the last levels is a combination hard to stomach. Remember, in most cases, shotties and the BFG are not good Cybie weapons (the shotties are bad because the SoaB has great accuracy, and putting yourself up close is begging to get knocked back to hell...unless your back is to a wall, but you're still going to take ungodly punishment. The BFG is poor because the cell/damage ratio is horrid. Yes, the damage/time ratio is amazing, so by all means blast away if you have a whole TON of cells.)
Any plasma rifle of sorts is number one against Cybie every time. And true to the FPS-variant, rockets are efficient, and get the point across.
Remember, as you go further into the depths, power-ups and true goodies become more common, so don't be afraid of clearing out the final floor before him, as a convenient invulnerability globe can turn the odds in the opposite direction.