If you're on insane get rid of as many as you can before you dive in. Whatever the scenario it's usually possible to pick off a few and lure a few more out into a hallway before you take on the main force.
In the two main campaigns you very very very quickly end up with very very very many guided missiles that you don't really need for puzzles. Those are great, and smart mines too. They're wonderful because you can use them without switching away from a missile and you usually don't have to shoot them since the robots will. The only downside is since they're less available using them this way means you can't use them to take out Thief.
Lots of players use nothing but Gauss but in these situations but the best primaries are spreadfire, helix, and later in the game, omega. Because your goal is to quickly kill everything two of these will damage other enemies while you focus on one kill and the other will get rid of difficult targets the fastest. Omega often lets you keep firing for a few seconds if you run out of energy which is enough to kill (or at least severely wound, then fire off a missile) the big nasties like bulk destroyers and internal tactical droids, although you don't wanna use it on a seeker. Phoenix can sometimes be nice because it does so much damage but it also shoots in a straight line. Gauss is better for clearing matcens than for big fights. It doesn't have very much splash damage and getting the most out of that depends on where you're shooting which makes helix more reliable.
Lone modula you kill first -- preferably with guided missiles -- because if you get blinded you're gonna be dead before the flash wears off enough to see, but sidearms you save for last because it's much easier to dodge one slow moving enemy than five flitty ones.
Infinitely spawning matcens are a big problem in the early game but once you get past Zeta Aquilae they stop being such a threat until about the tail end of Limefrost. At that point you can find megas pretty easily and you should be firing them off with impunity. Not all matcens spawn infinitely, and most of the ones that do you can avoid triggering more than once or twice by being smart.
Prioritise targets. Movement is how you win so anybody who can counter that like a bulk destroyer, internal tactical droid, lou guard etc has to die first. Even better if you can pick those ones off before you start. Omegas can be nasty later in the fight because they can limit the directions you're able to go in without getting knocked back. E-Bandits can take away your helix, kill you really fast, and they're hard to keep track of. Anything with phoenix cannon knows how hit you from behind even when they're in front of you!
Oh, and at least in the main campaign I think you get many more cloaking devices than in Descent 1. If you don't pick them all up right away, you can use them to slip past fights you don't need to go back to or get yourself into a better position before you start shooting.