Shooting constantly is not always the best strategy; accuracy counts in this game.
Controller
Don't use a regular controller for this game; it's simply impossible to shoot accurately with one. This means two-player mode is no fun (or no fair) without two guns. Buy the gun pack-in version unless you already own two guns.
Get Used
Use the Training mode to get used to the gun. The gun shoots very accurately, but the game is challenging.
Look for Bonus
Look for bonus items on each level to improve your score.
Test the Mode
Try the different modes until you find the one with which you're most comfortable. Use that mode to hone your skills and then move on to a more challenging mode.