I tried to go through nonlethaly on my first playthrough.
It wasn't the last time I died, but it was the first time I died a whole lot.
(wasn't till SWAT4 coop that I realized that sometimes killing bad guys is OK)
That game (SWAT4) is bloody good fun on a non-lethal playthrough if you know what you're doing and you use your wedges and taser well. Wedges are REALLY important if you want to make sure no civilians or suspects escape the scene. Always secure all other entrances aside from the one you're using to get inside, and if you encounter an intersection, leave one or both of your elements behind to cover it or wedge it until you've secured the first area and are ready to come back. Usually it won't be that simple though and occasionally you'll have to leave an area unsecured in order to finish the mission.
Its only okay to shoot a guy if you give him a warning and he doesn't put down his gun immediately (within one or two seconds of you or a teammate issuing the order), or he opens fire at all. Basically a criminal is always putting someone in danger by firing a weapon, and you're always allowed to take him down if he does so, even if he isn't shooting specifically at a person. The idea is that the bullet he fired from his gun could have hurt someone, even if he wasn't aiming at you, and that you have the right to stop him from using that weapon via any means in order to ensure the safety of the lives of your team, bystanders and the suspects themselves.
If you bust into a room and headshot everyone without giving them a chance to surrender, then you're going to lose a lot of points.
If you're playing on hard, always take light armour. Speed is more important, and you'll stand a much better chance of surviving if you can take cover quickly.