Pistol at the first level:
At the beginning of the level there's a some kind of small cupboard with a 'private' sticker . press the 'use' button and then there's a cutscene after that you got a pistol.
To view the best ending, do not enter the subway or the taxi after leaving the gay bar. Destroy the red car and a cinematic will start, with the bartender explaining everything. Once in the subway, proceed to the train. Use the phone before entering the train to get an ally to help you fight. Once on the train, defeat everyone then exit.
When you are fighting the two gang leaders, allow them to win. After the cinematic, choose the option to go directly to the Phylex building.
Reach the final floor of the skyscraper. When fighting the helicopter, wait until the cannon above the door falls off the wall.
Take it, load it, then shoot down the helicopter.
To destroy the helicopter, wait until the cannon above the door falls off the wall (I'm not sure what triggers it - maybe lack of ammo?), then pick it up, use alt-fire to arm it and shoot the helicopter.
At the beginning of the game, when you leave your room, open the door in the corridor (near where you find the bottle). Inside, you'll find a fire extinguisher.
Go back to your apartment. Look carefully: there's a door near the couch, but it's covered by flames. Extinguish the flames and go inside. You'll find some goodies.
How to get the best ending:
1. After you leave the gay bar, don't enter the subway or the taxi - instead, destroy the red car, until a cutscene starts where the bartender will tell you everything.
2. You'll find yourself in the subway. Make your way through the subway, then enter the train (hint: use the phone before entering the train, that will summon an ally to fight by your side and help you a lot), beat up everyone here too and leave the train.
3. You'll find yourself against two gang leaders.
It doesn't matter if you defeat them or not. If you did defeat them, go to step 5.
4. If they defeated you, after the cutscene, you can choose one of two options.
Choose to go straight to the Phylex building.
5. Make your way through the skyscraper to the final floor.
6. Time for the final fight!
Note: To destroy the helicopter, wait until the cannon above the door falls off the wall, then pick it up, use alt-fire to arm it and shoot the helicopter.