Is there any way to save the game more constantly, if you get killed you have to start the level again, or if you get to a check point start from there. Levels are very long.I would like to save my progress more constantly.

Nope...You can only save as such at the end of a level as far as I'm aware...Bit of a pain for the later levels that can take hours at a time...It becomes very draining...I normally now just play the first few levels...I don't have the strength for the later ones anymore...

In stages where you have AI allies, hide behind them if no cover is available. They can't die, and have infinite ammo.

Hell, you can also let them draw fire while you circle around and lob grenades or take pot shots at enemies.

My advice is to just be more aware. Black isn't really the most tactical game ever, its more of a run into the open all guns blazing type, but to an extent.
Just reload every time you enter a room, even if you've only used a few bullets, you don't want to be reloading while being pummeled with bullets, just get clean shots, shoot when you know you can down the enemy, not have 1 bullet hit and he runs to safety while your spraying bullets around the place, and always find cover.