A few tips I have picked up:

Shooting causes your character to pause for a moment. Always keep that in mind.

The best way to dodge most guards is to step out of line with them and wait for them to switch to your line. They cannot interact with you while they are switching.

In Stage 10 (Pyramid) it is important to know that the trap doors at the end are slightly out of line with their visuals. You will probably want to be further to the left than you think in order to make the jumps.