When you reach the difficult modes it starts to become crucial that you collect ALL the health packs enemies drop.
Nuclear Weapons and Power-Ups
To get you through tougher waves keep an eye-out for Nuclear weapons and power-ups like 'Invincibility'.
Weapons
It is only possible to hold one weapon at a time so it is best to stick to a combo of rifle or shotgun with a flamethrower or RPG for dispersing larger groups of aliens.