I don't think the bosses are any harder or tweaked, I think the problem is complacency. I did my first run through a year and a half ago and died in excess of twenty times. Then on the repeat run-throughs, you've got a better selection of guns and lose track of how hard this game can be without the vest and maxed out weapons.
The only real big difference is the drops. Enemies drop a shit-ton more money and a shit-ton less ammo.
In terms of weaponry, I recommend the following in particular:
I agree in terms of the TMP, it's 90% useless. The further along you go, the less useful it is for bosses. It's nice for Chief Mendez, just for the sake of knocking him off of the rafters, but from there on out, it's almost entirely useless. Just sell it so you get minimal ammo drops for it (And more shotgun ammo) and sell what little ammo you find for it otherwise.
For a handgun, stick with the Red9 or go for the Blacktail. I personally prefer the Blacktail as it takes up much less room in your inventory and is almost as powerful, but faster. The Red9 is definitely stronger, but I find the space tradeoff is useful.
Don't bother with the riot gun. Just upgrade the shit out of the original shotgun until the striker shotgun is available. The original shotty is almost as strong as the riot gun and cheaper to upgrade, plus it's better for longer distances than the riot gun once fully upgraded.
The semi-auto rifle is a Godsend and absolutely necessary later in the game when you run across a certain kind of enemy. It's also extremely useful in an upcoming part where you'll need to snipe quickly. I wouldn't recommend picking up the bolt action to begin with, it's not really necessary to have a rifle until you get to the point where you can get the SAR.
Stick with the Broken Butterfly for a magnum. It's much stronger than the Killer7.
Use your yellow herbs for Leon more than Ashley. The enemies don't typically attack her all that much, but Leon needs to be able to tank it once in a while.
Buy the treasure maps in every area. I can't stress how useful those are. It seems like you're dropping a lot of peseta on them, but the money you'll make using them easily balances it out. Attache cases are very useful and the vest you get later is a must for late levels.
If something has sockets, wait to sell it. The price goes up exponentially if you plug in corresponding jewels.
As is common knowledge, blind people can't see, but their hearing is typically acute to the point where a really loud noise is very distracting. Remember that coming up.
If you're being attacked by one guy at a time, shoot 'em in the head, get up and do your A button attack, then knife the everliving fuck out of them on the ground. This saves ammo very nicely.
Edit: Almost forgot: Hold onto some flash grenades. Dunno if you've noted yet, but there's a reason the los plagas didn't stop popping out of the heads until after it got dark. They're weak to extremely bright lights and a flash grenade'll one hit kill them once they pop out. Go for headshots on groups of ganados (Your basic guys) and once a couple pop out, flash grenade 'em.