What's the best way to kill a Big Daddy? I know you're supposed to use armor piercing bullets, and I do, but I get murderized anyway. He seems to just shrug them off. Am I doing something wrong? I even stun him first with my electro-shock

Do you save the Little Sisters or not? I do, cuz I'm soft-hearted. But as far as what is gained, what is the difference? Which yields the greater reward?
I just went through this frozen area in which I had to give up my weapons before entering. Wow, that was a fucking bitch. I saved my game right before I went in, so when I died I could just reload. And I died a lot

I'm in this garden-like area now. It's difficult to find my way around here. Um...I guess I don't have a question. It's just the first area where 'm really very reliant on the map. I'm completely disoriented.
So how many levels are there in this game? I'm just wondering how far along I am.
Oh. Toward the beginning of the game, I was exploring and found a hole in a bathroom wall. I went through it and the motherfucker sealed up behind me. It enters into the area in which we first encounter a Big Daddy and Little Sister. Anyway, I was really pissed off because there were large areas I still hadn't explored, and who the hell knows what valuable stuff I might have missed. Is there any way to go back at any point, or am I fucked?