The accents for the Chinese triad guys were particularly funny. "Are you caurring me a ria?"

I think I heard somewhere that one of DX2's locations is somewhere in India; the voices there should come out quite funny too...

(been there several times in real life and all the accents sound pretty strange

)
The big mechs take more than one GEP round to knock off, and I think even two LAW rounds - that said, you weren't hitting them with WP rounds by mistake, were you?
It depends on your skill level with heavy weapons. If you are a master then one is enough, but if you are untrained it takes three or so; might be dependent on the difficulty chosen at the beginning of the game as well.
As for saving Paul, there are actually two ways to do it: either kill everyone in the hotel or die while fighting in there (yes, you can actually die there and still continue the game; maybe they put you back together or something). If you leave the hotel before killing all the UNATCO guys inside, he dies. However, he is actually set up to be invulnerable in that mission and runs around like a madman while fighting, so you can just let the MIBs come in and go hide in the bathroom or something while he does all the work. When he has taken care of the initial wave, step outside the door into the hallway, which causes him to run out and go beat up everyone else.
This Paul Denton/UNATCO fight is the ultimate comedy scene though, the best I have seen in any game; there are an incredible number of crazy things that can be done here.
