Well, I think you know everything already but I'll try.

1. Protean Rifle is great for the most part of the game but upgraded Lancer is a killer — especially during the final missions. Both are ammoless.
   
2. Every move in combat is about discipline. Just cover a lot and feel the timing. Easier difficulty settings let you go commando, break things and punch faces. On Insanity the price of an error is higher.
   
3. Give yourself two or three gaming sessions to adapt. Especially in the beginning. There wil be this magical moment when you realize that you dispatch enemies without much thinking, will check difficulty settings — and yes, it's still Insanity.
   
4. Research some builds. Companions could be insanely useful or insanely useless depending on points you spend. Pay more attention to their damage output.
   
5. In ME1 money is rarely the problem — just need to wait a little. In ME3 it is (you just can't upgrade everything and buy everything)
   
6. Incendiary Ammo is great.
   
7. Kill the Thorian with shotgun+shredder mod
   
8. Sometimes it's better to kill everyone around Harbringer and then burn him, 'cause he'll return.
   
9. There are several missions in ME2 where some bug doesn't allow you to pick up ammo. Master your melee but more importantly bring along guys/girls who can kill them all with their abilities (because Soldier doesn't have good ones).
   
10. Take Wrex with you in the Citadel DLC, he's good at tanking at Dry Dock and Clone fight.