I use grenades once in a while. It depends entirely on the fight. If there's a giant group of robots, I may toss a nade at them, but if I feel like I can kill them with my assault rifle and ARS, I'll go for that instead since I believe it earns more points.
There was one fight I just did that was driving me nuts. Either 3-2 or 3-3 on God Hard, the stage where three drilling machines come out of the gruond and then you have to fight that sawblade tank boss. On God Hard, the ONLY type of enemy that comes out of drill lifts are the gold robots, and ONE bullet from them puts you into overheat. Two is death. Once the boss comes they all group up into the fountain area, so I naded the fucking shit out of them.
God Hard is as hard as Master Ninja in NG2 imo. Some of these fights are extreeeeeeme.