I think I played the 1st level and got the gist of it...came back a few weeks later and was overwhelmed. I'll start over in the next batch of games I play I think.
A piece of advice: If play Vanquish "like a shooter" you're pretty much playing half of the game wrong. Vanquish is an Action game with 3rd Person Shooter and Bullet Hell elements.
Don't get stuck in cover for too long but be careful when you get out of cover too, especially in higher difficulty when shit gets real. Punch and kick enemies, use your cigars to distract enemies from time to time (or when you really need to), throw granades and make them explote by shooting at them when you go in slow motion, learn to shoot while you are sliding as well as throwing grenades while sliding, etc.
Also, I would like to say that you should play on Normal Mode first because that's the real "Easy Mode" in Vanquish but it can be a bit too much for some people... I never touched the easier modes, but is your choice how to start either way.
I've decided to work on the platinum trophies in the MGS HD Collection which means that I'm now focusing on dog tag collecting in Metal Gear Solid 2. Specifically, I'm now playing the Plant chapter on very easy mode. I feel dirty. :(
Did you tried to get the Platinum Trophy on MGS4? Is pretty tedious too.
...getting the "Snake Eater" song for your iPod can be a pain.