SuperCheats.com has an exclusive guide for Gears of War. You can check it out here: Gears of War Guide

It is a complete walkthrough of the game with screenshots.

If you are just looking for Cog Tags, then check out our complete Cog Tag Locations guide:
Cog Tag Locations

Unlock Secret Gamer Pic:
On Insane difficulty setting successfully beat the game.

Unlock 2nd Secret Gamer Pic:
In a ranked multi-player game get 10,000 kills to get the 'Seriously...' achievement and also unlock a new Gamer Pic.

Unlock 3rd Secret Gamer Pic:
Complete any ranked Versus match.

COG Tags:
To locate the COG Tags more easily look for the Red Skull Gears of War logo on walls, cars or on the ground and you will find a COG Tag nearby.

Complete the following tasks to unlock the corresponding GamerScore.

Don't Hate the Player - GamerScore 10:
Finish with the highest points in a ranked match.

Zen and the Art of Reloading - GamerScore 10:
On any difficulty setting perform 25 perfect active reloads.

Time to Remember - GamerScore 10:
On any difficulty setting recover one-third of the COG tags.

Dom-Curious - GamerScore 10:
On any difficulty complete 1 Co-Op chapter as Dominic Santiago.

It's a Massacre - GamerScore 10:
In ranked matches with the Chainsaw Kill 100 enemies.

Always Remember Your First - GamerScore 10:
Complete playing a versus ranked match.

Prison Breakout - GamerScore 10:
On any skill level complete Tutorial level.

Don't You Die On Me - GamerScore 10:
In ranked matches revive 100 teammates.

Mercenary - GamerScore 10:
On Casual difficulty complete ALL acts.

Completed Act 1 on Casual - GamerScore 10:
On Casual difficulty complete Act 1.

Completed Act 2 on Casual - GamerScore 10:
On Casual difficulty complete Act 2.

Completed Act 3 on Casual - GamerScore 10:
On Casual difficulty complete Act 3.

Completed Act 4 on Casual - GamerScore 10:
On Casual difficulty complete Act 4.

Completed Act 5 on Casual - GamerScore 10:
Complete Act 5 on Casual Difficulty.

Can't Touch Me - GamerScore 20:
Without losing a round win 10 ranked matches.

Capital Punishment - GamerScore 20:
In ranked matches with an execution Kill 100 enemies.

Clusterluck - GamerScore 20:
On any difficulty setting Kill 3 enemies at once 10 different times.

Domination - GamerScore 20:
As Dominic Santiago on any difficulty complete 10 different Co-Op chapters.

Honor-Bound - GamerScore 20:
On any difficulty recover two-thirds of the COG tags.

Curb Appeal - GamerScore 20:
In ranked matches with the curb stomp Kill 100 enemies.

I Spy with My Little Eye - GamerScore 20:
In ranked matches with the Longshot Kill 100 enemies.

A Series of Tubes - GamerScore 20:
Host and complete 50 ranked matches.

Pistolero - GamerScore 20:
In ranked matches with a pistol Kill 100 enemies.

Soldier - GamerScore 20:
On Hardcore difficulty complete ALL acts.

The Money Shot - GamerScore 20:
In ranked matches with a headshot Kill 100 enemies.

The Nuge - GamerScore 20:
In ranked matches with the Torque Bow kill 100 enemies.

Zen and the Art Part 2 - GamerScore 20:
On any difficulty perform 5 perfect active reloads in a row.

Don't Hurt 'Em - GamerScore 20:
With the Hammer of Dawn kill 100 enemies in ranked matches.

Fall Down Go Boom - GamerScore 20:
With the Boomshot kill 100 enemies in ranked matches.

Completed Act 1 on Hardcore - GamerScore 20:
On Hardcore difficulty complete Act 1.

Completed Act 2 on Hardcore - GamerScore 20:
On Hardcore difficulty complete Act 2.

Completed Act 3 on Hardcore - GamerScore 20:
On Hardcore difficulty complete Act 3.

Completed Act 4 on Hardcore - GamerScore 20:
On Hardcore difficulty complete Act 4.

Completed Act 5 on Hardcore - GamerScore 20:
On Hardcore difficulty complete Act 5.

A Dish Best Served Cold - GamerScore 30:
On Hardcore difficulty defeat General RAAM.

Around the World - GamerScore 30:
On every versus map win a ranked match.

Broken Fingers - GamerScore 30:
On Hardcore difficulty defeat a Corpser.

Commando - GamerScore 30:
On Insane difficulty complete ALL acts.

Completed Act 1 on Insane - GamerScore 30:
On Insane difficulty complete Act 1.

Completed Act 2 on Insane - GamerScore 30:
On Insane difficulty complete Act 2.

Completed Act 3 on Insane - GamerScore 30:
On Insane difficulty Complete Act 3.

Completed Act 4 on Insane - GamerScore 30:
On Insane difficulty Complete Act 4.

Completed Act 5 on Insane - GamerScore 30:
On Insane difficulty complete Act 5.

For the Fallen - GamerScore 30:
On any difficulty recover ALL of the COG tags.

Is It a Spider - GamerScore 30:
In ranked matches with grenade tag Kill 100 enemies.

Mix It Up - GamerScore 30:
In every Versus game type win a ranked match.

I Can't Quit You Dom - GamerScore 30:
As Dominic Santiago on any difficulty complete ALL acts in Co-Op.

My Love for You Is Like a Truck - GamerScore 30:
On Hardcore difficulty defeat a Berserker.

Seriously ... - GamerScore 50:
In a Versus ranked match kill a total of 10,000 people.

On either Casual or Hardcore difficulty setting successfully complete the game.