*Turrets (standing): Avoid lasers and toss a grenade from cover (preferably a corner)
*Turrets (operated w/bunker): Try to run up to a pile of sandbags and duck (if you can't get behind a corner), then if you are safe, throw a grenade into one of the sides - it will kill the soldier operating it.
*Rocket turret (In the "On A Track" level): Real easy to avoid, but can be deadly. Your best bet is to duck behind the controls of your cart and wait to pass it. When you do, shoot the soldier and watch him explode
*Sniper: If you are being struck by bullets and can't see the assailant, it's probably one of these suckers. If you die, reload and pay close attention to the walls. If you see camouflage, get close and toss a grenade into his perch.
*Alien w/hive hand (can't remember the name - it's a big guy): If it fires a multitude of wasps at you, try to run away and duck behind a corner to avoid them. Your best weapon bets are the magnum, the laser, and the crossbow. It's easy to defeat by itself, but in groups they get to be really frustrating.
*Alien w/blue shell, red eye, and the ability to shoot fire from his hands(also forgot his name): This guy's thankfully not very common (I've only seen him twice) but is just plain evil. Rockets, grenades, anything that explodes will be your weapons of choice. Even a full rocket launcher won't take him out, so a lot of grenades are necessary.
Tiny bugs (when found in a pod, can be used as weapons): In the "Forget Freeman!" level, these guys will be in hovering little sacks that rupture when you come into contact. Your best bet is to run away to some place with light, then pull out the pistol and shoot them as they approach.
Hydra (also a boss): These guys will either be in a three-pack (first appearance) or alone (in the desert). You can't kill them with your weapons, so distract them by tossing a grenade to some far-off side where they can hear it, then run like hell to reach your destination before they hear you and kill you (any method of walking will not help you with stealth - you have to distract it)
Fish monster: Your weapon of choice is the crossbow (and you get it before you fight one - convenient). Pull it out and wait for it to charge at you, then fire an arrow and get out of the way. On occasion, come up for air, but be careful when you come down - you never know where it is. Repeat this strategy until it goes belly-up