Depends on your playstyle, I'm a creature of habit, and usually play a slow, surgical game; setting up ambushes, sniping, sneaking, that sort - so, in my last play-through I deliberately rushed more, spent more stim-pacs, wasted more ammo
I also like using some of the less obvious weapons with rare ammo, like the Garand - being constantly low on ammo adds a bit of tension
I've been tempted to play even more carelessly, to see squad members die and get replaced, there are some interesting late game picks, but it feels wasteful to drop carefully levelled team mates.
Oh, and if you haven't, definitely go and enable Springfield secret mission from the ini file.