Both really.

Speaking of killing BD's, do you have to kill them even when you want to rescue the little sister's? (I'm at the first Big Daddy)

Yep, have to deal with the Daddies to get to the Sisters, even if you're intentions are good. But, let's face it, Big Daddies are hella fun to fight.

If anyone is attempting to play on Hard mode, save all of your electric buck for the shotgun. They are so valuable and effective.

I like setting traps - Proximity Mines, Trap Bolts - and luring them into them. Managed to reduce one's health by a good three-quarters before I'd even touched it once. Only works on Bouncers though, Rosies just shoot you.):

The Insect Swarm plasmid is also fairly useful.

Not necessarily. Set traps for a Rosie, shoot it, then get behind a corner. The Rosie will walk into the traps in an attempt to get a clear shot at you.

Anyone else find the electro shock + incendiary bolt combo very effective?

I don't think I ever fired an Incindeary Bolt in my entire game.__.

I discovered its value purely through coincidence. I ran out of ammo with most of my other "interesting" guns and decided to give the crossbow a shot.

DAMN, GEENA!

Trap Bolts annoy me because whenever I try to be clever and use Telekenis to move them out of the way they shock me.):

Damn. All the ammo I wasted getting rid of those mother *bleep*ers... I never thought to use telekinesis.

Don't bother moving them, just push corpses and other chit through them to trigger them off.

I never even used the pistol for fighting... I just used it to shoot the trap bolts and screw them up.

I found the pistol hugely useful throughout the game. I used it for quickly taking out turrets and security cameras from a distance. It's also pretty powerful, and the armour piercing bullets can take off some nice health from Big Daddies.

the shotgun is my most used weapon against both big daddies and splicers.

i beat a big daddy last night just by using electric and exploding buck, since i didnt have any eve and no hypos to replenish it. i shot him with the electric buck, wait till he was no longer stunned and then shot him with it again. i did that with the 4 shells i had loaded and then switched ammo to exploding and did the same, filled him with the 4 and that was it, dead.