Simple Game-Play Advice
http://www.bayserve.net/~mike/duke/gameplayadvice.html

Use the kick! - Instead of wasting ammo to knock out fans and grates and open trash cans, use Duke's quick kick, which is bound to the `~' key by default.

Look Up! - Keep your eyes peeled for objects you can leap onto, especially after you've cleared out a level and are searching for goodies. One thing you should make it a habit to look for is slanted areas on walls that you can jump onto.

Use Medkits Effectively - If your health is only down to, say, 90 percent, don't grab a large Medkit worth 30 percent since the only thing that'll take your health over 100 is the Healing Atom. Instead, make a note of its location so you can come back when you really need it.

Listen up! - Use auditory clues whenever possible. If you hear grunting or roaring, it goes without saying that a Pig Cop or a Trooper is nearby. If you hear Duke say, "What a mess!" after you've shot a grenade into a window or detonated a pipe bomb, you know for sure you killed something. The Assault Captains' transporters make a distinct noise when they materialize, and don't forget to listen for the sounds of secret doorways opening because they won't always be directly in your line of vision. Other sounds you should be able to recognize are: the sounds of a weapon respawning in DukeMatch, or a DukeMatch Opponent dropping pipe bombs, for example.

Use the environment to your advantage - You can greatly augment the destructive power of any weapon by using it on certain objects. In the arcade above the theater in level 1, for example, simply stand in the elevator and use the pistol to blow up some yellow oxygen tanks and kill all of the enemies in the room. Fire extinguishers blow up nicely, too.

Use the right weapon at the right time - RPGs and pipe bombs are no doubt powerful weapons, but they don't do you a lot of good when you're in close-quarters combat in rooms, tunnels, and other tight spaces, because you'll end up blowing yourself up. If you know you're about to enter close-quarters, switch over to the chaingun or shotgun. Save your RPG and pipe bombs for when you really need them.

Be nice to the girls! - Yeah, you can tip 'em and hope they'll dance...some of 'em will even give you a little show...but no sense wasting them, because all it gets you is more aliens after you.

Night Vision - Always remember to use your night vision goggles (if you have them) when you enter a darkened area. Not only are the aliens really easy to see, but sometimes you'll see helpful messages written on the tunnel walls.

A Bird's Eye View - Once you've cleared out an area, use the jetpack and have a look around from a better vantage point. You'll find ammo, armor, and even buttons that you normally wouldn't see.

Practice, practice, practice - Before you even think about getting into a modem or network game, make sure you know the level inside and out. Also, you'll need to play it enough so that you are able to control Duke in at high speeds and in tricky situations. Learning to strafe effectively is vital for this. If you don't, you'll be tasting grenades and walking on pipe bombs early and often.
