
Salvage is useful to collect, the weapon upgrades are pretty awesome.
You can backtrack to most places to collect things you missed. If you do, look for treasure maps which help a lot in finding them. You don't need to grind every collectible unless you really want to or you need XP. If you sit in one spot and just pop out to shoot at guys you'll get set on fire a lot. Don't play it like a standard cover shooter, you're a lot better moving and shooting, and switching it up as often as you can. Even if you only stealth kill 2 or 3 guys, then when shit goes loud you are dealing with a group with a few less bad guys.