User blog comment:Sperez2012/Mass Effect 2: Squad Talk/@comment-2256917-20120705231618/@comment-1388547-20120706170929

In ME2 there's a big qualitative change in gameplay when you get up to Hardcore, since on Hardcore and Insanity every enemy (except the hacked mechs in the first mission) has protection. This matters a lot for some classes (Adepts particularly), but is not as important for others. Infiltrators are one of the least affected classes -- as long as you can reliably get head shots and have the right ammo power for your enemy, you can kill low-ranking enemies in one shot even on Insanity. (I'm assuming you're using the Widow here; I'd really recommending playing on a New Game Plus where you got the Widow on the previous playthrough, so you can have access to it for the whole game. If not, you can also use the Mantis.)

One of the major pointers I have for playing on high difficulty levels in ME2 is that you should prioritize missions based on acquiring the squadmates, weapons, and upgrades you need most. As an Infiltrator, this means doing Grunt's recruitment ASAP, since you can pick up a sniper rifle upgrade there. Combined with the upgrades you can buy on Omega and the Citadel, this lets you have three sniper rifle damage upgrades before Horizon, and also unlocks the armor piercing and head shot upgrades. Once you have your sniper damage squared away, focus on damage protection and medi-gel upgrades. Combine this with Warp Ammo, and you should be well-prepared for Horizon. If you're not playing a New Game Plus, I also recommend doing Kasumi's loyalty mission as soon as you think you can handle it (it's quite challenging on high difficulties!), in order to get the Locust.