First Insanity trilogy playthrough advice

Overall ME2 Insanity is harder than ME1 or ME3 Insanity. That said, I would say ME1 punishes some squads and builds harder early game than ME2 does (which is partly due to the differences in balance between characters and powers).

The best power on ME2 Infiltrator, especially early game, is probably actually Incinerate, not Cloak. Incinerate is just an excellent all around power that does good damage and also provides some CC (organics), which is the relative weak point for the class. Leveled up it is your only source of AOE damage (ignoring potential bonus powers). Strips armor, and can be used on Shields and Barriers in a pinch. Additionally, if you use it against targets with partially stripped shield or barrier, the DOT can still burn them on health. It is actually superior to Overload and Warp on organic targets with said defense state.

The issue with trying to play sniper infiltrator early is that the Mantis has low spare ammo. I can somewhat understand why they did this considering their balance goals, but in my opinion it mostly just changes the relative value of Cloak vs Incinerate. I think it is almost better to just grab a little Disruptor Ammo and then power reload the Mantis with Incinerate early instead of going Cloak. Incinerate probably synergizes with attempting to go CQB with SMG or Pistol a little more than Cloak as well.

All that said, the reason Infiltrator is often considered the easiest class to get through Insanity in ME2 is due to Cloak and the way that enemies will completely ignore Shepard when it is activated. Rockets with a lock will still track you though, but enemies will instantly shift aggro to the team. That does mean that team positioning is a bit more important if you don't want to spend a lot of medigel.

My favorite bonus power is Neural Shock, mostly because of the fast cooldown as a panic button in CQB.  Most powerful is Stasis for the damage glitch and elite CC.  Slam is ok since it is also rapid cooldown CC, and can prime warp bombs.

If you have the Incisor (from the digital deluxe edition), you can give it a try.  It fires a 3-round burst such that the rounds go off almost instantaneously.  It has the equivalent of 1 more shot than the Mantis (ammo capacity of 30).  If you're good and the enemies are really close together, you can sometimes take out two of the lower ones with one 3-round burst.  Once you hit the second round of dossiers, you'll want to recruit Thane Krios ASAP and get the Viper.  It is a rapid-fire, single-shot sniper with an ammo capacity of 48 shots with 12 in the mag.  It's not the most powerful, but you won't lack for ammo.  On the Collector Ship mission, you'll be able to pick the Widow, a very powerful (one shot one kill) sniper rifle with an ammo capacity of 12 shots.  Alternatively, you can go for AR training or Shotgun training and carry a third weapon.  As for SR Damage upgrades, you should be able to buy one on Omega and another one on the Citadel (you won't need to process these, but having both should give you access to the AP Sniper Rifles upgrade.  You should also collect a SR Damage upgrade on Grunt's recruitment mission (which will give you SR Headshots) and another SR Damage upgrade on Thane's recruitment mission and Garrus' loyalty mission.  If you have LOtSB, there is another SR Damage Upgrade available from Liara's daily deliveries terminal.

I use different heavy weapons for different missions - The M-77 missile launcher is pretty much mandatory for me on the Daratar:  Eclipse Smuggling Depot mission Aria gives you (if you want to be able to save all 20 crates on insanity) - Consult YouTube for a how-to if you want to use it.  For a lot of other missions, I'll carry the Collector Particle Beam (which you acquire on Horizon).  The ARC projector (which I believe is also a digital deluxe weapon) is great for missions where you're facing a lot of shields or where there is are a lot of synthetics (e.g. Tali's recruitment mission).  For an insanely powerful instantaneous, absolutely nuclear blast, the CAIN RULES (it's disadvantage is that it takes a moment to charge before firing - so you're out of cover while it does that).

The usefulness of Warp Ammo gets bigger in the latter half of the game when you start facing more enemies with barriers, but as I said before, I really lean towards Energy Drain on the Infiltrator.  As Red mentioned, stasis is an extremely powerful bonus power and very effective even with only 1 point assigned to it (allowing you to use your points to max out all your other powers first).  Reave is also very good generally on insanity.

Glad you're enjoying your insanity run.

The two (Viper vs. Widow) are equally good.  It really depends on the sort of sniper you are... Great at head shots and one shot, one kill tactics - Widow; putting advancing enemies under rapid fire with mostly body shots where they are flinching and can't really fire back at you - Viper.  Can't remember, on the 360, the Incisor is probably in one of the DLC ammo packs you can get through the Live marketplace.  I'll try to start up my system and have a look for you.  Don't bother retraining... just throw your points into Incinerate for now, then in cloak.  Disruptor ammo is actually pretty good; but IMO, cryo is better.  You'll probably want the squad cryo option eventually since none of the squad has cryo available for themselves.  Alternatively, you can just let everyone use their own type of ammo (i.e. not setting anything as a squad ammo).  You'll be forfeiting one of their other powers to do that though.

ETA:  Nope, can't sign into Live tonight... My son is using his profile while he is out in the field working... and I'll bump him from his portable Xbox system if I try to borrow his profile to check out the Live marketplace (pitfall of being old and reliant on one's kids for some things). 

Thanks guys, can I ask why Cryo Ammo is so good? for CC/slow-down?

Also, if I get Cryo Ammo, I assume Mordin is less good with his Cryo blast? Going to recruit Jack next.

Oh cool - there aren't many combos in ME2 though, right? I honestly keep forgetting about Miranda's warp combo.  So is it Cryo Explosion?  Is it just an AoE freeze when triggered or a Shatter effect?

If I'm going the Cryo route (seems cool!) which other squad members go best with that.  Someone with Concussive Blast like Garrus then?  Or another Incinerate?

Ok - is another strategy to freeze an enemy, then snipe them? Or is that overkill?

thanks capn.  So, the Freeze/Concussive Shot thing is kind of a mini-combo and not treated like a Warp/Biotic combo?

I'm rescuing Jack and noticing that Disruptor Ammo is better so far than Cryo ammo to get through shields.  Also, is it bad if I use my sniper rifle if an enemy has a shield up?  Is it best for armored foes? I think I'm doing it wrong.  In general, I use SMG/Energy Drain/Overload for shields - then can shoot from the sniper rifle.  So far I've just used my Cloak as an escape device - also it's hard to get headshots to work since I don't have slowdown yet.  Seems like my level 3 Incinerate is doing more damage than a sniper shot.

Can I ask which Ammo or squad ammo u like as a Infiltrator?

I guess all the shattering I'm seeing in ME2 is then, technically, not a cryo explosion.  It's still sweet, though.  I just finish the Reaper IFF mission with Jack and between my squad freezing several husks at a time with their cryo ammo and then firing Jack's shockwave to shatter them, it was a cake walk.. and a lot of fun.

A vanguard has it as well.

Miranda definitely, but if it's your first time on Insanity I'd swap Grunt with someone else unless you're using his Squad Incendiary. You'll be up against Collectors so you'll want some Barrier smashers or Armour strippers with you. Try Miranda for Barriers and Mordin for Armour.

On the higher difficulties always go with the Area evo's imo.

Horizon can be fun or a slog sometimes, so just take it slow and easy.
Good luck.

ty guys I went with Grunt/Miranda - Concussion pretty good against Barriers and I thought Incendiary Ammo decent. Half way thru. Need more medigel - thanks for the Harby tip