Killzone Unlock Rico
Beat the 3rd mission in the story mode.
Unlock Hakkha
Beat the 4th mission in the story mode.
Unlock Luger
Beat the 2nd mission in the story mode.
Reload
Some weapons with a long reload animation can be reloaded faster if the cycle weapon button is pressed right after the reload button. This cuts the animation to the next weapon in the queue, reloading the previous weapon and bringing up the next (hopefully loaded) weapon. By running your weapons in an assembly-line manner, you can reload one weapon while bringing another to bear on the enemy.
Multiplayer Kill
When you die, right before you die, throw a grenade, your timing has to be right. You drop the grenade as you die and it will sit there on your body. Five seconds later, when your killer gets ammo from you, he blows up. A nifty trick to get back at the guy who shot you when they search you for ammo.