I usually stick with the chaingun through the whole game. Lately, I haven't even been picking up the plasma rifle. My thinking is that it takes up too much valuable inventory space because the ammo drains so quickly. I usually carry the RL, chaingun, and chainsaw (in case I run out of ammo), 1 or 2 phase devices, and as many large medi packs as I find up to about 4. The rest is 1 or 2 stacks of rockets and the rest 10mm ammo.
I'll carry a double shotgun until I run out of slots, but it is one of the first things to go. It is a great weapon and I always wish I have it if I find the City of Skulls, but the problem is that in order to make the chaingun or plasma rifle the most useful you are taking a different skill tree then the ones you need to make the shotgun useful. It is the dilemma between being mediocre at many weapons or really good at one.
After taking 2 or 3 levels of Ironman, I focus my skills with things like Eagle Eye and SoB (both of which benefit the chaingun but not the shotgun at all). After 1 or 2 EE and SoB, I will take others like Hellrunner or Finesse because speed is pretty important late in the game. I don't take TaN much any more because so many more things are more useful, though 1 level is probably a decent investment. Of course you get fewer levels in the easy difficulty, so you have to budget your skill picks accordingly.
Reloader is a great skill and can save your hide, but I usually don't take it unless I am doing the Shottyman path. My thinking is that I can usually kill most anything with a fully loaded chaingun, SoB to do extra damage, and EE so more of my bullets hit. 1 level of SoB takes the chaingun from 6d6 to 6d6 + 6 which is quite a difference and 3 levels is 6d6 + 18! If I cannot finish something off, I can close a door or duck behind a wall so I can reload in safety. This doesn't always work, of course, but it works enough that I consider picking something besides the reloader skill.
Since I don't have a plasma rifle, I usually use rockets to kill or weaken Arch-viles and Arachnotrons. This may destroy a few items, but that is better than taking tons of damage while trying to kill them with any other weapon.
In terms of general strategy, sound is very important. You can tell which direction a sound is coming from and you can identify the creatures. So I always try to clear a level of AV's first so they do not have anything else to raise. I also head for a corner of the level first off if possible and then methodically work my way around so that I am less likely to get surrounded. Closing doors behind you helps with this. Only certain enemies can open doors and it always makes a sound and shows on the map if a door is opened so you can see if someone is behind you. And the enemies that cannot open doors stay contained where they are.
On levels that are open (the "Twisty caves" levels) you can sometimes have a really difficult time if you cannot quickly get to a side or if you don't have a phase device. If you start the level surrounded by Arachs or Cacos you may just want to stay in coward mode and go downstairs as quickly as possible without trying to fight. Hellrunner helps greatly here. Sometimes it is better to skip a level than to either die or burn through all your medipacks trying to clear it.
I use the coward tactic when reloading and moving and aggresive whilst shooting.
I use this exact same strategy. Some people suggest going all coward once you get a couple levels of Eagle eye, but I think the extra damage from aggressive is worth the risk of getting hit. Exceptions to this is when fighting commandos and Arachnotrons. Since I don't tend to have TaN, I will sometimes do coward tactics against them, although I still am up in the air about that. You get hit less, but they survive longer and therefore get more shots at you. When in doubt, use a rocket launcher and then you don't have to decide. :)
Anyway, those are some general tactics that I use. Hope they are helpful.