You can shoot a policeman one time at the mall and not become wanted by anyone. Shooting twice will knock the policeman down and turn into a wanted man. Note: Do not shoot the civilians.
In the hospital
When in the hospital, do not walk around with John or Sara Connor, which could get them killed. Instead, find Sara and leave John there. Sara will protect him while you are away. Then, complete all the other objectives and return to get Sara and John.
Stopping the T-1000
You can sometimes stop the T-1000 by walking on top of him while he is forming. Watch out when you knock down the T-1000, he will sometimes gets back up.
T-1000 headshot
You can also hit the T-1000 in the head and split it open if you jump and shoot.
Using the pistol
If you do not need to use your alternate weapon, shoot the pistol. It has unlimited ammunition.