I once carried a single flare through 5 levels, simply because I was paranoid that I'd run out.
Had an awesome couple of runs lately. I've further reinforced that Giant Yetis are the wimpiest minibosses by killing one with a single rock throw. Threw the rock, hit'em like 10 times, the rock bounced off a wall, hit'em 10 more times... Collision damage HATES these guys.
Also, shotgun pellets can penetrate the Giant Alien's forcefield.
Also, I found out the hard way that kicking or throwing a rock at a Yeti will stun it for MUCH longer than if you shoot it with a pistol, where it'll get up rightaway.
In my quest to further examine the water physics, I jumped to the bottom of a "Rushing Water" level, sans shotgun (which is the only sane way to do it), and bombed some of the tiles at the bottom to see if it would effect the water. It did not.
Magma, however, can be destroyed even if it's container is undamaged.
Throwing the bodies of dead damsels at alien spaceships is the most fun activity in the game, period.
While I am getting good enough to ride mummies with ease and throw rocks with pinpoint accuracy, I've still to see the City of Gold! Damn you game!