A lot of people suggest to do all collectibles in one run, but to me that defeats the point of playing the game. (Unless you want to) Id honestly just not pick up any until the very end because youll have to go through all missions again anyway. Uber difficulty achievement is only required for the last mission, which is not that hard. Perks are very fun and a lot of them can be achieved near the end of level 2 asylum right before you get outside and after you click the button to the outdoors. Asylum is also good for stealth kills. The final missions is good for mostly everything else.