How to excel as a soldier; good support party members; best weapons for a soldier; miscellaneous advice.
Soldiers are the best class for players who want to be a tank, dealing plenty of damage and taking lots of punishment in return. If your approach to Mass Effect 2 is to engage the enemy in the open, using a battle rifle or assault rifle, and taking lots of punishment in the prcess, read on.
As a soldier, your first, last, and best weapon should always be adrenaline rush. Useful in every imaginable combat situation under normal circumstances, it becomes vital on Hardcore or Insanity mode. Adrenaline rush allows you to move faster, fire faster, and deal out more damage. Invest in adrenaline rush as soon as possible, because the better it gets, the more your chances are of survival.
Barrier is a very effective bonus power; it can save your life in a pinch, say if you are out of cover and being ambushed. It can also work well if you enjoy run-and-gun tactics. However, relying on it too heavily is a mistake, as at higher difficulties enemies rip through Barrier and Fortification like rice paper.
When starting a new mission, make sure to turn your ammo power on, and change it as needed, preferably between battles. For example, incendiary ammo is excellent against armor and health (e.g. Krogans) but not so great against shields (e.g. Heavy Mechs).
Make sure and use all your weapons in combat, as Soldiers have access to all weapons except submachine guns. The assault rifle is the soldier's bread and butter, and functions closely to a submachine gun, but with better range. As enemies get closer, switch to a shotgun. If enemies are far away, a sniper rifle is helpful. Also note that when switching weapons for the first time in a level, you must make sure to reactivate your ammo power.
Make sure when choosing support members you choose ones that compliment your soldier, who lacks crowd control or biotic or tech powers. A good choice is Jack and Tali; Jack because of her shockwave ability, and Tali has the tech powers.
Overall, make sure to choose party members based on the situation. There may even be times when you want three soldier-types (You, Grunt, and Garrus, for example). Other times, more balance may be called for. It all depends on the situation.