Instructions
Bring a friend. Did we mention Army of Two was meant to be played with two people? Part of the game's appeal is the introduction of aggro: if one of you is blasting away with a minigun, the enemy is going to shoot them first and ignore the other, which can allow your friend to sneak around and flank the enemy, which can be essential to success.
Always shoot from cover. Like Gears of War, Army of Two makes extensive use of cover to keep your soldier alive. Standing out in the open is a surefire way to get yourself killed. Make sure that before you start shooting, you're standing behind something solid.
Be careful diving into cover. You'll naturally get better at this with practice, but when you're first starting, be careful when you choose to dive into cover. If you're not careful, you can dive over or on top of the cover you were attempting to hide behind. Even if you're covered with heavy armor, standing on top of a car in a firefight is just about the last place you want to be.
Remember your GPS! It not only tells you where you need to go next, but it also reveals the location of traps and mines and you can't see otherwise. If you keep dying in a certain place as a result of mysterious explosions, toggle the GPS on and take a look at what's around you.
Upgrade your weapons. One of the coolest features of Army of Two is the weapon customization. If your starter weapons are sucking it up for you, give them a new barrel, a larger magazine or a suppressor and see how things shape up. Upgrading the starter weapons is also what allows you to unlock higher weapon upgrades.