Study each level carefully before making your move, or moves. Be aware of how guards move or change positions, as this would allow you to sneak up on them or past them, depending on a level’s objectives.
You aren’t exactly required to pick up the briefcases you’ll find in the stages, but doing so will allow you to get an extra stamp that will help you unlock additional content. You might not want to risk it, however, if you know there’s the possibility of a guard surprising you, catching you, and painting you into the proverbial corner.
The main thing with guards is that you need to pay attention to the arrow found underneath them. They’ll get you for sure if you’re one space away from them, and you’re facing in their direction. But when it comes to taking them out, you can do it from behind, or from the sides. That should not be a problem in early stages, but in the later goings, they’ll start moving around, which means it would be wiser to avoid the guards instead of risking your life by trying to shoot them down (and leaving yourself vulnerable).
Guns can be used one time as a secondary weapon, but there’s a chance you’ll get some unexpected attention. Stones, on the other hand, are mainly there to distract guards once they hear them. Remember the location of guards in each stage, and try to lure two of them in such a way that you can simultaneously take them out.
Secondary challenges should not be ignored, because they can help you earn additional stamps per stage. These are optional challenges, and usually would require you to finish a stage in so many moves, finish a stage without taking out any guards, or collecting a specific number of briefcases. They may be hard, but you’ll be given hints along the way, and it will behoove you to follow them. And if you don’t get it right the first time, you can always try again. Word of warning, though – you only have a limited number of hints, and when you’re all out, you’ll have to buy more with real-life currency.