Back to FEAR:
Yes, as mentioned, all weapons are instant death at any distance. I don't know why someone would use the shotgu, if your first shot misses you're toast before you cock it again. Much like the plasma gun and rocket launcher - you never get a second shot off.
H2H is useless, as you never get close enough. I had one slide kick kill, and was never touched by anyone else. Punching/jump kicking is fairly useless. People run back as fast as you run out them, and they'll take you out with bullets before you are close enough to use it. Similarly, if you're holding down the trigger as you run, they'll die before you get to them.
'Nades are equally useless. They're fun to throw around a corner and hope, but if someone sees you they'll kill you before you manage to toss it. The animation takes longer than going from 100 health and any armor to dead takes. Which brings up another interesting point - armor seems to do nothing.
The only time nades really work is when you're health is so low you know you're screwed, so you try to pull the pin before you die, hoping the guy runs over your dead body right when it goes off.