I've tried a heft handful of both run-n-gun and stealth. I'm not too good at stealth yet, but it's really quite fun when I get a couple good utilities and a good prop system going. I always mess up though. One of my most fun runs was when I found a cache of drone utility units, and (I don't know if this was a bug) I could equip one, then un-equip it, then equip the next one, and each time I did this I would get two drones. I ended up romping through a couple levels with about a dozen drones in tow. I really look forward to getting to the part of the game more frequently when cool modules like this are more frequent.
As far as running and gunning, one of my best runs used a couple targeting modules and some fancy laser cannon things I can't remember the names of. I was one or two shotting most everything until I finally got swarmed really bad.
What about you, OP?