Utilizing Bullet Time
The game's most useful move is a technique called "bullet time." This ability slows the game down while allowing Max Payne to move at a normal pace. Use bullet time whenever you're outnumbered. It will slow the enemies' reaction time and allow you to eliminate any threats before losing too much health.
Dodging
The best way to avoid a barrage of enemy fire is by constant dodging. In addition to a normal dodge, Max Payne can also perform a "shootdodge," which is a dodge that occurs during bullet time. When you enter a new area and find yourself outnumbered, always shootdodge to even the odds.
Crouching
Crouching improves Max Payne's aim, and is very useful when taking out an enemy at a distance. Beware of crouching in areas with multiple enemies. Crouching will leave you defenseless and slow your movement speed.
Conserving Items and Ammo
You'll find painkillers throughout the game, but sometimes they're hard to come by. Don't use a painkiller until the pain meter on Max Payne's health bar is more than halfway full. Use ammunition sparingly as well. Take out weak enemies with your smaller guns, saving the more destructive weapons for difficult situations.