Tripwire Interactive Forums
Wrote this for all the newbies out there trying to figure out how to best approach the game, hope it helps folks. The introductory portion probably isn't necessary for anyone on these forums, but I do get into specifics for different perks later on which some people may find useful I hope. 
You can download document here: http://skycommand.org/savage/killingfloor.rtf
It's in RTF format, so display may vary depending on software you use for it. I'm kinda surprised the forum doesn't let you attach RTFs and/or parse them into your post, but no matter... pasted below:
Killing Floor Strategy Guide
This quick guide combined with lots of practice should have you killing like a pro in no time.
Game Mechanics
One important thing to note about Killing Floor is how the overall mechanics of the game and AI factors into gameplay. Here are some easy DOs and DON’Ts to get you started:
DO: avoid large open spaces—specimens will swarm you from all directions, and can sneak up on you faster than you’d expect. DO: aim for the head. Headshots always give you a 2x damage multiplier, saving you expensive ammo, and killing the specimens faster. DO: stick to the weapons and abilities of your perk—multiclassing generally doesn’t work well. DO: save up to buy good weapons—DON’T waste money needlessly on guns or ammo that you don’t need before you have everything you do need. DON’T assume any place is safe. There are no safe places. The rest of the don’ts should be pretty self-explanatory: DON’T: get backed into corners, camp out in the dark, stray away from your team or go charging willy-nilly into large groups of enemies Rambo-style—you are not Rambo.
Controls
One of the first things you can do that will have an impact on the fludity of gameplay, and therefore, your chances of survival, is to assign good controls that let you switch weapons, throw nades or heal yourself in a hurry. If you have a gaming mouse with extra buttons, you’re in luck: this makes it easy to swap weapons using thumb or pinky buttons, which can really save your *** in a pinch. I recommend making good use of the “Best Weapon” and “Melee Weapon” key bindings: your character runs faster with a melee weapon out (excepting the chainsaw), so it can be important to switch to it in a hurry when you need to flee. The Best Weapon will, almost without exception, be the highest-tiered or highest-damaging weapon in your class. It lets you quickly whip out a good gun when you need it to blast some specimen’s head off. Using this, you can set up some really efficient weapon combinations for better ammo conservation and still have your best weapon at hand for the real emergencies. I’ll get more into this later with classes, but for one example, a commando may have a SCAR and an AK47. The SCAR will be automatically assigned to your “Best Weapon” key, so if you keep a full mag in it and keep it on full auto, using the AK47 as your primary crowd-control weapon, you can switch to the SCAR faster than it would take you to reload, should something really big and nasty be barreling towards you. You should also be sure to set Quick Heal and Frag Grenade keys to something that is fast and easy for you to access in the heat of battle. Leaving your middle mouse as secondary fire/fire select is recommended, because you’ll be using it a lot more than you might think.
Specimens
Different specimens have different strengths and weaknesses that you need to be aware of in order to best deal with them. Here are some quick pointers on dealing with them.
You can download document here: http://skycommand.org/savage/killingfloor.rtf
It's in RTF format, so display may vary depending on software you use for it. I'm kinda surprised the forum doesn't let you attach RTFs and/or parse them into your post, but no matter... pasted below:
Killing Floor Strategy Guide
This quick guide combined with lots of practice should have you killing like a pro in no time.
Game Mechanics
One important thing to note about Killing Floor is how the overall mechanics of the game and AI factors into gameplay. Here are some easy DOs and DON’Ts to get you started:
DO: avoid large open spaces—specimens will swarm you from all directions, and can sneak up on you faster than you’d expect. DO: aim for the head. Headshots always give you a 2x damage multiplier, saving you expensive ammo, and killing the specimens faster. DO: stick to the weapons and abilities of your perk—multiclassing generally doesn’t work well. DO: save up to buy good weapons—DON’T waste money needlessly on guns or ammo that you don’t need before you have everything you do need. DON’T assume any place is safe. There are no safe places. The rest of the don’ts should be pretty self-explanatory: DON’T: get backed into corners, camp out in the dark, stray away from your team or go charging willy-nilly into large groups of enemies Rambo-style—you are not Rambo.
Controls
One of the first things you can do that will have an impact on the fludity of gameplay, and therefore, your chances of survival, is to assign good controls that let you switch weapons, throw nades or heal yourself in a hurry. If you have a gaming mouse with extra buttons, you’re in luck: this makes it easy to swap weapons using thumb or pinky buttons, which can really save your *** in a pinch. I recommend making good use of the “Best Weapon” and “Melee Weapon” key bindings: your character runs faster with a melee weapon out (excepting the chainsaw), so it can be important to switch to it in a hurry when you need to flee. The Best Weapon will, almost without exception, be the highest-tiered or highest-damaging weapon in your class. It lets you quickly whip out a good gun when you need it to blast some specimen’s head off. Using this, you can set up some really efficient weapon combinations for better ammo conservation and still have your best weapon at hand for the real emergencies. I’ll get more into this later with classes, but for one example, a commando may have a SCAR and an AK47. The SCAR will be automatically assigned to your “Best Weapon” key, so if you keep a full mag in it and keep it on full auto, using the AK47 as your primary crowd-control weapon, you can switch to the SCAR faster than it would take you to reload, should something really big and nasty be barreling towards you. You should also be sure to set Quick Heal and Frag Grenade keys to something that is fast and easy for you to access in the heat of battle. Leaving your middle mouse as secondary fire/fire select is recommended, because you’ll be using it a lot more than you might think.
Specimens
Different specimens have different strengths and weaknesses that you need to be aware of in order to best deal with them. Here are some quick pointers on dealing with them.