A couple of quick tips:
If you plan on using shotguns you need to carry more ammo for them, there are few former sargents after the hellgate.
Hang on to a combat shotgun, it fires and reloads much faster than the double shotgun and it uses less ammo.
Damage dropoff for the double shotgun is terrible so you do almost no damage at the edge of your vision, save it for close range and use another weapon for distant targets (that combat shotgun fits nicely).
Reloading with 'r' is often quicker than reloading with shottyman, type '@' to check.
Swaping to a prepared shotgun takes less time than reloading one, this can really mater sometimes.
Onyx modded red armor is very good as it is 4 defense that cannot be destroyed and you no longer need to carry extra armor.
When in doubt use the med kit, it's useless if you die first.
Most of the special levels after the hellgate can get pretty nasty and some are almost imposable if you are not prepared for them. (The lava pits requires you to do some lava walking if you want to clear it)