Duke Nukem Forever

This is story related and not miss-able so long as you play and beat the game on Normal or higher.

The best way to unlock most of the difficulty based achievements is to play the game on the highest available difficulty at the start, which is hard/hardcore. You won't unlock insane until you beat the game, so if you're trying to 100% Duke Nukem Forever you'll need to do a second play-through.

The game is kind of long and the difficulty most of the way through, even on hard, is fairly easy except of course at the boss fights. As you're playing, the shotgun and Duke's gold pistol will be your two best friends on normal enemies and the rocket launcher or devastator will be your friends during the boss fights. Aim for the head on regular enemies, keep moving, and make use of your explosives. For the boss fights you should also keep moving and hunker down when you're low next to the ammo boxes. Keep in mind you can only use explosive weapons on bosses. Make sure to pick back up whatever gun you drop to pick up the provided explosive weapon, especially if its the gold pistol and you're going for the "Gunslinger" achievement.