Before you start shooting anybody, walk out where the raillift lands, and follow the ledge around the corner. Secret room. Goodies. Gee wiz.

Get up to the tower, and fight your way up. "Up" is to the left inside the front door. "Left" is... never mind! A button is on the ceiling - shoot it, and the picture of the guy with the eye problem opens underneath.

When you arrive on the tower roof, jump overboard. Hit the lift track. Even though the acid underneath cleans your toenails, i won't recommend it. Run to the bend, then jump over to the cliff ledge.

From #3, you can also climb up! Along this narrow ledge, you can get up over the top of the tower. A message will appear - the moment this happens, jump! Or else!

Isn't 'Save Game' a great thing?

From #3, carry on down on the roof. Go to the far edge and look down. Get down on the roof on the small back-building to get the goodie.

In this level, you will find two blue key doors. In front of the topmost blue-key door, in the tower, these three pretty faces decorate the wall. Push the rear one - it swings back and leads you to a useful object.

Right inside the same blue-key door, this is what you see. Shoot the stone with the symbol ("x" marks the spot), and two stones slide out of the wall - for a little while. Jump across to reach the ledge, and the goods stashed there.

When you approach the gold door (and finish negotiating with the guardian) open the door and step just inside. And out again.
The left hand... dog... will move aside and reveal a teleporter. This leads to the top of the... thing that opens the exit.
That should give you both a goodie, and a favourable sniper position to deal with the last inhabitants.
Thanks to Mauritorami for this one!