Destiny employs a system of coded locks to restrict access to different areas of the levels. Usually, a coloured keypad must be found in order to obtain the code for a lock. However, with the blue lock, you can defeat the system quite easily. If you guess a number correctly, it flashes green instead of orange, and by using this system you can work out blue codes easily.
A tactic for the most fleet footed player, and one which I found worked very well once you got the hang of it, is to use your enemies weapons against them. On lower skill levels, bazooka wielding enemies will often shoot in narrow corridors, in essence committing suicide. Also, if you stand a long way from a rocket launcher, or a sentry cannon, anything between yourself and it will be hit by projectiles, killing instantly many of your enemies.
It is often a good idea to leave a cache of heavier weaponry somewhere on a level which you can return to, and face enemies carrying far less. Dropping things like heavy missiles and huge mines is highly reccommended, as they impede progress somewhat. A good way to take on large groups of enemies is to simply carry a minigun and a few spare rounds.
Your movement is affected by the weight of your backpack, as it is assumed that whatever weapon is in your hands at the time has no effect. Therefore it is wise to carry the heaviest weapon you have whilst needing to move quickly, or jump. Never forget that whilst carrying very little, much larger gaps can be jumped, and much greater speed achieved.
Some of the weaponry is not only useful for killing enemies. For instance, mines can be used to provide updward thrust (at the cost of a little health), and the minigun can be used as a form of jet engine, using the recoil to propel you around whilst in the air! Note that this loses you ammunition very quickly.
Arcade games are not provided merely for amusement - the best way to gain health is to become good at the frogger game, as the extra health you get increases with time - at one stage I was able to get 100 health for each box completed! Also, have your most powerful weapon in hand whilst playing, as you will receive 1 extra piece of ammunition for the weapon you are carrying (ie, 1 bullet if you are carrying the pistol, but 1 proximity missile if you are carrying the missile launcher).
Remember that the transparent walls are only made of glass, and will shatter under incoming rocket fire. However, this also means that you can break it with your own projectiles, so you don't always need to take the obvious route out...