I have a 2nd game going now, stored on the memory card. (I think using 2 storage devices is the only way to restart from scratch without losing your progress from before.) I'm playing on the middle difficulty, Ruthless. I'm thinking of pumping that up to Psychotic, but I'll wait to see how it goes with the Volk beforehand.
Orbs are definitely the quickest way to ramp up agility. You also get little boosts by taking out enemies from great heights. The grenade launcher is fun for a while, but you guys really need to get a hold of a rocket launcher. The firefly is the best. (It's the one being used in the video in the blue sphere, during the opening titles.) It homes, and has 20 shots, 5 loaded at a time (5/15). It's not that hard to get. You just need to be in the right area to find it. Of course, it's better to surprise the guys carrying these than to shoot it out with them. Heh.
Que, that chop shop is best handled in the safety of your SUV.
I've found a couple of holes in the geometry. I fell into the "wrong" side of the world once last night ("behind" the polygons). The game is admirably bug free, but it is not perfect. Once in a while, the game stops putting out gang vehicles entirely. I noticed this while going for the Repo Man achievement. You have to hijack 100 gang vehicles, and that means pull the gang dude out of the car yourself. The only way to do that is if you have no gang wanted level. (You don't kill them in any way.) Otherwise, they jump out of the car and start shooting as soon as you get near. Once this happens, I can cruise the entire world, and not find a single gang vehicle being driven anywhere not related to a boss. If I save & quit, then restart, the gang vehicles are back.
The other flaw I've noticed is with the annoying announcer. At first, it seemed like all the cues for what he said were correct, and I found that unusually good. But lately, he'll say stuff that has nothing to do with what's happening. Most often, it's the "impressive ascent" one, when I haven't changed my altitude in any way in a good while. There should be a way to shut him up anyway. I've heard everything he has to say.
Edit: Hey, Jedi. Glad you got the game.
One more thing I wanted to mention is the car-race design. It's surprisingly well done. It could have been just a last-minute add-on to give the game more length, but not so. Each race is unique in some way. Each race is best suited to one particular vehicle, and in one case, it's not either of the obvious ones. Offroad, highway, city, against traffic, through parks, airtime required--lots of variety. I consider Road Warrior a real achievement. Excellent side quest.