I don't think Deus Ex is
monstrously hard.. I actually enjoyed playing it on realistic, though I was being stealthy (playing a straight combat character on realistic would be pretty heavy towards the end, subcutaneous body armour only goes so far).
Seriously, don't try and take out all the guards.. remember, even if you're not playing a stealthy character you're a secret agent so you need to be cautious and smart. Hack security terminals so you don't get busted by the cameras, use the lean keys to lean out of cover (why do modern FPS games never have the ability to lean) if you want to check what a guard is doing and detonate those barrels full of gas if people start swarming you. Also many enemies in Deus Ex have a pretty short visual radius and some very stupid cues (like standing still and loudly vocalizing that they might have spotted something as soon as they come into visual range) so don't be afraid to sit back and work out patrol routes and such before making your move.
Also, you're doing the stun prod wrong. Unless your victim is completely unaware, zapping them will just leave them standing there for a few seconds. Zap them again during that time and they should go down.
Also.. you don't have to listen to Paul. If you want to go through like a berserk angel of death with a sniper rifle you can. Certain characters reactions to you will change, but generally in the first mission you aren't making any life or death choices, and Anna likes it when you play rough with the NSF.
