Splinter Cell: Conviction.
1. A brilliant place for "3x" challenges and the like is just after you've infiltrated White Box. The security room has three guards in. You can tag them from under the door and climb the pipe to drop your chosen gadget in.
2. For Advanced Stealth, you could always be a douche and have a friend take you through a Hunter mission, but if you HAVE a spine Kobin's Mansion is the easiest I've found. That or do a hunter mission on your own. Apparently to get the challenge you cant melee any enemies. Bollocks. I melee'd most of them, and still got it. Heck, I was detected for a split second and I still got it.
3. In CO-OP, if your partner is downed, use an EMP gadget to stun enemies nearby BEFORE trying to heal him. That way you won't be gunned down, and you can eliminate any enemies in the way in relative safety.
4. Don't shoot every light you can see. On realistic enemies can sometimes work out your position from that one shot. Also, regardless of difficulty, it puts them on alert, which makes it infinitely harder to kill them all.