There's a special kind of ammunition available in the game and this guide calls it gold ammunition. You'll know when you've picked up golden rounds by hearing a distinctive coin sound and by seeing a number changing its value in the lower right corner of the screen (above the information about the number of normal bullets left).
Gold ammunition can be used in two different ways. A more obvious and a more interesting solution is to use it as currency. You'll meet a lot of merchants during the course of the game (they can only be found inside safe areas) and you'll be allowed to choose between several types of goods, including new guns, ammunition and additional equipment (medkits, filters etc.).
An alternative is to insert gold ammunition into automatic weapons. I would recommend considering this only if you're close to the end of the game, because you won't be making any other purchases.
Most of the money you've gathered should be spent on buying ammunition to all the guns you use frequently. The main reason is that you will be spending a lot of ammo to kill your enemies and you won't be finding enough of it to meet your demands. This is even more important if you're after the alternative ending, because you'll be prevented from looting the bodies. I wouldn't recommend purchasing any weapons in the early stages of the game, because you'll find a lot of cool guns while exploring available areas. You should make some gun purchases close to the finish.
As I've mentioned before, you'll always be close to running out of ammunition, so it will be important to remember about a few things. Most of the opponents you meet in Metro 2033 are very resistant to the gunfire. This means you always have to aim for their heads, even when you're going after monsters. Doing this will allow you to spend only a few bullets on one opponent, instead of a dozen bullets or even an entire clip. As for the guns, I would recommend using revolvers whenever possible, because they're very effective at performing single, powerful and accurate attacks.
Don't forget to purchase ammunition before leaving a friendly station and always take your time to explore your surroundings, because you won't be punished for taking ammunition from supply crates.
SNEAKING PAST ENEMIES
Staying in the shadows is possible only in a few missions of the game. To be more specific, you can count on it if you're going against human opponents and if you have a lot of dark areas at your disposal. Generally the whole mechanism works great if you use it only to sneak past enemy units instead of trying to attack them. I wouldn't recommend killing anyone while trying to remain hidden, because a single headshot may not be enough to kill an enemy soldier and silent knife attacks tend to be very risky.
The only thing you should be worried about is to avoid detection. Notice that you will be allowed to make your game a little easier by destroying or disabling various sources of light. I would also recommend putting on nightvision goggles often, so you won't have to risk exposing your position when using a flashlight.
Using gas mask is required in all the missions taking place outside the metro system and in all the areas where you'll be dealing with deadly toxins. You must know that a gas mask will only work if you have proper filters. Thankfully finding new filters won't be a problem, so you shouldn't have to worry about running out of them. You can also purchase filters from the local merchants, however this shouldn't be necessary (the only purchase you'll have to make will take place in the Market station and it's tied to the main storyline).
Aside from finding new filters you can also decide to exchange your current gas mask for a new one and you should consider doing this if your mask has scratches or cracks on its glass surface. New masks can be found mostly near supply crates, however some of them can also be taken from dead soldiers. Make sure to hold the action key each time to make the exchange.
Metro 2033 uses a system which automatically heals the main character after he's been injured and this works great for most of the easier fights, however it won't be an effective method for difficult battles. If you're going against more powerful opponents or a group of enemies you must be prepared to manually use additional medical supplies (syringes) to prevent Artyom from dying. Thankfully you'll find a lot of medkits during the course of the game, so purchasing them won't be necessary.
Some of the missions feature traps and generally these objects can be divided into two groups. The first group consists of traps which sole purpose is to alarm your opponents about your current position. You'll be mostly dealing here with small cans hanging on the ropes and glass shards located on the ground. Avoiding these traps is possible as long as you're careful and use a flashlight or nightvision goggles to guide your way. The second group consists of traps which can kill you if triggered and naturally it's going to be extremely important to prevent this from happening. Some of these traps can be disarmed. Thankfully you can avoid the rest by jumping over a rope or some other triggering mechanism.