You can't go back after you enter the last zone, so you have to stock up on supplies. This means copious amounts of ammo and medkits (I had something like 1200 ammo of my only gun and 17 medkits... this is a lot). A problem with this is that your endurance scales to how much weight you're carrying, and once you're over 50 lbs you run out of stamina in maybe 5 seconds, and it takes about 30 seconds to recharge. I ended up at around 58 lbs (2 short of the maximum) after bandages and anti-radiation meds. The zones in the game are rather huge, and sprinting through each of them takes about a minute. I had to walk through 4 or 5 of these, and I died several times so I had to restart at the beginning of several of them.
Now let me begin to describe the real challenges in beating this and getting the best ending. There's radiation everywhere for one, which requires a suit to reduce it and a relic to increase the rate at which it decays. You have to infiltrate a power plant, but there's a bunch of enemies in the way wielding grenade launchers and sniper rifles, not to mention take 2-3 headshots to kill. And there's helicopters taking them out... but if they see you, the helicopters start raining fiery death down on you. Not to mention normal rifle wielding enemies which kill your in about 5-7 shots despite the fact you're wearing anything ranging from heavy armor to an exoskeleton.
Getting through this isn't that tough if you hide behind cover to avoid the snipers, and don't get seen by the helicopters (this is more random: I got blasted at least 2-3 times by them, and it seems one of them hovers in one place and shoots its cannon). The real fun is just beginning: enemies with gauss guns that pretty much kill you in one hit if they connect anywhere (granted they are easy to dodge and are great at sniping enemies), enemies that shoot you pretty much instantly in tight indoor corridors and lots of them.
There's several bad endings you can get by walking up to the wishmaker and making a wish. This I managed to get to on my first run with about 12 medkits and 600 ammo. Barely. Then I discovered there's a secret door that leads downstairs and another 30 or so enemies down there. I saved my gauss rifle ammo this time (you pick up like 20 or so navigating down there), and made it through pretty easily. This ends you up at some weird holographic thing where some creepy masterminds chat with you and ask you to join them.
Well of course, you have to tell them to go screw themselves. Doing so you end up back outside with no explanation of how you got there or what to do. Now begins the real "fun" (ie, another section with a ton of enemies that I wasn't expecting: I had about 8 medkits and 750 ammo at this point). I didn't have a clue what to do, so I looked it up, and you have to navigate to the "end." It isn't really clear where this is, but basically you enter a portal and hope it takes you forward. Eventually getting from portal to portal becomes pretty linear, but initially it's quite confusing. To top it off, there's enemies all over the place with sniping weapons and hiding near the top of ladders you have to climb (and they won't pop out -_-). Oh, and if you don't move quickly enough for the games liking or enemies start spawning out of portals (and this happens anyways even if you do move quickly). Also the ground rumbles every minute or so for 5 seconds (presumably from the portals), thus throwing off one's own aim but not the AI's.
There's also an annoying amount of platforming, while under fire even. You can't crouch when jumping, nor can you really sprint and jump without impeccable timing. Jumping even four feet to a place that's a foot higher than your starting place can be a real challenge, and one the game designers unfortunately decided to utilize. -_-
After you make it through this maze of portals (which taunts you in the middle by having a bunch of resupply crates full of crap or nothing), you end up on a rooftop with a bunch of portals. Enemies begin spawning from them at an insane rate and you have to sprint (which is now possible, since all the ammo/medkits are gone) across the top of the roof and pray that none of them hit you. After entering the last portal + Show Spoiler +
You end up in a room with the creepy consciousness machine that the mastermind wanted you to join. Which the main character promptly destroys with his AK47 thus destroying the Zone.
And that is end, the real, insanely painful to get to, end. I personally recommend never, ever subjecting yourself to this. Just watch the youtubes. :/