FANTASTIC Guide and great work. This is going to help alot of players. Also if I may suggest. It might help if you mention that on the last mission the last Peg has to be picked up before detroying the final ship, otherwise you will have to play the mission again.
KillerBEA - yes I suggest playing on the hardest difficulty so that you only need one playthrough if you want to finish the game quickly. It is NOT harder than on easy, the only difference it makes is that the Aliens dont die from two shots, an I have the feeling that you dont get that many Jokers than on easy or normal difficulty. Still enough Jokers appear to complete the missions. Have fun and good luck.