Like all shooter games, completing the campaign on the hardest difficulty isn't actually very hard at all, it only requires you to take your time and to think of the best strategy. The awesomeness of this game is that it allows you to play the way you like; there are many different ways to kill your enemies.
As I mentioned in the Roadmap, you should keep this achievement for your New Game+. You'll be able to start with all your talents and upgrades which will help you tremendously to blast through the game again.
Always eat the enemie's heart to keep your health gauge full.
Look for glowing objects, such as javelins and explosives that you could throw at your enemies to save ammo.
If you see a car door, grab it as a shield (), it'll save your life more than once. You can also throw them from a very long distance for an instant kill.
Dual weapons aren't accurate at all, so don't bother using them if the enemies are too far away.
Always watch for the lights. Destroy as many of them as possible before moving into a fight.
"Gun Channelling" will help you TREMENDOUSLY! I would suggest buying every upgrade as soon as possible.
The "Demonic Executions" Talent gives you a strong shield when you execute an enemy, it's a good idea to buy this as well.
Here's a list of useful tips that you should keep in mind if you don't want to die over and over again: