I recommend just going with the flow and do what you want as you go. I had almost every side objective done before I was out of chapter one. One thing you might want to consider is getting the tier 2 skills unlocked first. Also the online hacking is fun and a nice change up. Also do 10 criminal convoys as soon as you can to unlock the Destroyer sniper rifle. Great for disabling cars and faces in one shot.
If you care about achievements, I'd suggest going for the online achievements right away as people are prone to get better.. Otherwise I guess just always have your profiler out. It can alert you if you're invaded.
XboxLIVE! GamerTag: MisterGuyMan (Geo War Score: 8.3 mill.) Now Playing:Oblivion/GoW(X360), Vagrant Story (PS)
Check out the progression menu and look at the rewards you get for doing certain activities, i.e. fixer side missions, criminal convoys, etc. A lot of the weapons that you get as a reward can actually be purchased in the store. I agree with BeefEaster in that the Destroyer is a very powerful and useful weapon. That combined with the focus ability and you are an unstoppable titan.
I slept in too late, now I have less time to do nothing.