A Beginner's Guide
Throughout the Campaign, you'll find glowing circular stone slabs with green energy pulsing from them. You want to interact with these. Doing so takes you to a challenge, most of which are fairly simple in concept. They may take you a few tries, but you shouldn't have much problem finishing them. They range from killing 10 of the weakest enemies using only explosive barrels in a short amount of time, (just try to lure them into a group as fast as you can, get them to a barrel, and blow it up) to reaching the end of an obstacle course with movement only being allowed for a brief period after killing an imp.
You want to unlock every single one of these you come across, even If the reward you earn sounds lame. You might never use the rune you get, and that's totally fine.
In order to use more runes at once, you need to have more unlocked. So it's in your best interest to always unlock them when you come across a challenge.
On that same note, this allows you to upgrade runes more frequently. Most runes are upgraded by just doing things you would already be doing. One of the runes I never unequip once I have, Ammo Boost, is upgraded by simply picking up a lot of ammo. Once upgraded, enemies can drop BFG rounds. Normally, BFG ammo is only found at specific points in the levels. This is ridiculously useful on harder difficulty levels, and should be a priority.
Other noteworthy runes are:
Rich Get Richer: Reaching 100 Armor grants infinite ammo. Upgraded Rune lowers requirement to 75.
Vacuum: Increases range pick-ups are drawn towards you. Upgraded Rune further increases range. This is another Rune that I tend to leave equipped at all times.
Armor Boost: Enemies drop Armor. Upgraded Rune increases the amount dropped.
Critical Save: Chance to not die upon taking fatal damage. Upgraded Rune allows this to trigger twice a level instead of once.
There's something to be said for going all in on the Glory Kill runes, but on higher difficulties, I'd rather have more ammo and armor coming at me constantly than to even have to think about what difference a faster or longer range Glory Kill might make.
Every weapon aside from the Pistol and Super Shotgun has a choice of two different Mods you can select from, once unlocked from a Drone located throughout the Campaign. These can be upgraded using points earned from completing the Level Challenges that start beginning with Level 3, and the final upgrade for a mod always requires completion of a challenge itself rather than paying a cost. This all said, while every mod certainly has merit, I've played through this game about 6 times now on Ultraviolence and have come to a pretty consistent selection. I talked with others, and it sounds like this isn't far from the popular consensus.
The Burst Fire is my preference here. While the Explosive Shot gives you some range early on, it takes a long time to charge before upgraded, and by that time you'll have the Assault Rifle. Additionally, there's a challenge later in the game that requires the Burst Fire mod, so you'll get some return on the investment there.
Micro Missiles deal quite a bit of damage, are fun as hell to use, and fit the flow of combat far better than aiming down the sights of a scope. Additionally, the final upgrade allows you to use the Assault Rifle exclusively for Micro Missiles, as any reload time, deploy time, etc is removed. The weapon remains viable throughout the duration of the campaign this way.
The Heat Wave deals large Area of Effect damage directly around you, and can be used pretty frequently out of the box. Because it charges based on the use of the weapon itself, you'll almost always be priming another Wave. With the sheer number of enemies that you'll be dealing with, and the generally close quarters nature of the fights, it just makes sense to have the ability to slap away everything close to you with usually fatal results. With the final upgrade, it charges without firing, so you can just pull the Plasma Rifle out in the middle of a fight and run through firing off Waves, then switch to something else if you want. There is a very, very good reason this mod isn't in Multiplayer.
The Mobile Turret is a bad name for a great mod. What it does is provide you with twice the number of barrels when activated. It'll overheat fairly quickly, but anything that so much as gets tapped will most likely be shredded. The upgrades enable it to pierce enemies, and the final upgrade prevents overheating. You'll be able to fire three chainguns at once with piercing rounds as long as you have the ammo to sustain it.
The Lock-On is my preferred choice here. Out of the box, it finishes acquiring a target fairly quickly, making the fast moving Summoner an absolute breeze. Fully upgraded, you've got a three round homing burst of rockets. When I'm using the Rocket Launcher, I typically am firing it too quickly to bother trying to time a remote detonation with any finesse. I just point and shoot. Running and jumping while holding the crosshair over a big target for a bit, however, is definitely something I can do.
Siege Mode doesn't let you move when you use it. Take it anyways. There are several points in the game where enemies will spawn quite a distance from you, and you can easily whip out the cannon, go into Siege Mode, charge up some shots, and clear out the enemies before they ever get close.
Next time I update this, I'll be going over Suit Upgrade priority, and then probably secrets.