You can choose to quickly shoot your way through the games missions. However, to get the most out of this game you need to achieve "Special Agent" status. Follow these tips to help you out.
Accuracy
The key to attaining an excellent "Accuracy Rating" is to stay away from using shotguns (they spray too much), and to concentrate on headshots with your pistol. Assault rifles and machine guns should also be handled carefully, since they often continue to keep firing bullets even after your target is down.
Dealing with Suspects
Occasionally during a mission you will be required to take a suspect in, rather than liquidate them. In order to achieve this, shoot them in the chest a few times and implement the R2 button, which allows you to issue a command to surrender. The occasional person will ignore this command and shoot at you, but the majority will drop their weapons and raise their hands into the air. Once they raise their hands, just walk up to them and push X to restrain them and take them away. You can even restrain civilians if you tell them to take cover using the R2 button.