Good Bad Bugs: If there is a Red Gem you can backtrack to (which doesn't happen too often, see Lost Forever) and you pass a savepoint, quitting and reloading will make the Red Gem respawn.
If you manage to knock down and stun an enemy that's immune to Brutal Kills (such as the teleporting ghouls), you can stomp on them endlessly, generating White Gems for as long as you can mash the button.
That One Achievement: "Nasty Headache" which requires you to get five headshots in a row without damaging enemies in any other way (You can miss and hit the air, but hit any non-head part of a demon and the count is reset). MUCH harder than it sounds.
Although an easy way was eventually discovered; there's a part in the game where you can pull a lever to release a demon into a cage, which will stay perfectly still. You're supposed to let it out, but kill it and you can summon another one. So just take careful aim and...
The Woobie: Paula. Words cannot describe the hell that girl goes through.