You have to use cover, you cannot really run and gun in the open like many FPS games and for combat its more of a "quietly and quickly take enemies down and not attract a swarm" shooter than a "bring on the dakka!" style shooter. The enemies are pretty accurate if you are out in the open and can bring a huge weight of fire to bear if you give them a chance, Jensen is pretty weak too with a low amount of HP. Even with the sub dermal armour and other augmentations he cannot take much damage, those upgrades only help Jensen scale as the game gets harder rather than provide extra durability.
Play it more like a cover based shooter like Mass Effect or Gears of War when you play a combat play through, remember to reposition too. If you pick a spot and camp it the AI tends to bunch all the enemies up where they can all get shots off, which sounds good for grenades or AoE weapons but also means as soon as you pop out they will all start blasting you and Jensen will die in seconds. For combat run throughs you will definitely want the Typhoon aug, get that and the armour along with the strength augs that improve stability so you can make the most of guns like the Heavy Rifle along with the other accuracy augs and focus your augs. For a combat run stick with augmentations that improve Jensens accuracy and durability and don't bother with some of the stealth related augs, for a stealth run the reverse obviously applies. Speed augs are good and allow you to evade fire and get into cover and the silent running and sprinting aug is great even on combat runs, with speed augs Jensen can run incredibly quickly and the silent running aug means if the NPCs have no line of sight you can sprint up to them and do a double take down before they can get a shot off.
Weapon wise the Heavy rifle is a good one for out and out firefights as well as the upgraded Shotgun that fires two rounds at a time, the Sniper Rifle is another must and allows you to thin out large groups quickly from cover. An upgraded Revolver with seven rounds and explosive ammunition mod is one of my favourites, with all the damage mods it will kill almost every human enemy (apart from bosses ofc) with a single headshot. The Pistol is not to be underestimated either as it has an upgrade that ignore any armour bonus the NPC has and a double tap headshot will kill any Human (non boss obviously but headshots will do heavy damage to the bosses because it ignores their armour), Ammo will never be an issue with that weapon as its everywhere. Like the augs focus your cash on the upgrades on the lethal weapons you get the most use out of, for a stealth run getting magazine upgrades and the target seeking flechettes for your Machine Pistol doesn't make much sense but in a combat run it does. You don't really need to waste cash on upgrading your Tranquilizer Rifle when you want to fight it out. Silencers are a must for weapons that have them because you can take a single enemy down without attracting the attention of everyone nearby, you can also thin out large groups if you use a silenced weapon as an initiator.
So stay on the move and use cover, don't forget melee either. If you see a guard or two in a good position to takedown don't miss it, a good way to remove a couple of enemies from the firefight immediately and for those same reasons its a good initiator too. Also try to make the best use of the environment and hack any robots and turrets and use them to your advantage, remember to use your mines and stop enemies from flanking you and deny them good positions.
Thats pretty much the only advice I can think of for combat playthroughs.