lj's suggestions work great (and improved my already decent game considerably;), but I'd like to add my suggestions from my experience. These all come from Team Fortress Classic for Half-Life, not the original Quakeworld Team Fortress, as I have only played the former.
First off, remember that heavy weapons guys are, in effect, mobile sentry guns (at least when using the chaingun...). They are slow-moving and easily targeted by snipers, but by no means cumbersome. It seems that too often the opposition writes off hwguys as threats for capturing because of their speed. This is most often done by soldiers, as they feel their theoretically comparable weaponry and slight boost in speed would give them the tactical advantage. This could not be more wrong.
In clear-cut CTF-type maps (2fort, well, etc.), a fully loaded hwguy can often not only infiltrate the enemy base and get the flag, but also return to his base and get the capture without dying, often picking up 3-10 kills in the process.
Here goes:
- remember your grenades (this actually applies to all classes, not just hwguys)
- watch for enemy detpacks and grenades, especially napalm and concussion: you may have 100 health/300 armor, but you're not invincible
- MIRVs in enemy respawns are very effective (or used to be until Valve took this feature out)
- flag movement isn't just for medics and scouts; on maps like avanti and dustbowl, hwguys are often the only class that can move the flag through a sentry gun nest or grenade gauntlet.
- watch your ammo: if you run out of shells, you're dead (again, this applies to all classes)
- when following lj's last miscellaneous tip, remember to look after the SGs, while neither standing there stealing their kills nor neglecting your defensive duties; it's a delicate balance
That's all for now. When I think of more I'll update. | 
