Buy the best weapons!
If you get in a taxi, look on the map and find the gun shop closest to the top, go there and in that shop youll be able to buy really good weapons like the chain gun, RPG, landminds etc.
Note: they cost quite alot so have money ready (chain gun costs like $50,000 I think)
We have more cheats and tips for this game here, True Crime: New York City cheats
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