This was going to be a list of general tips that help both when Going Fast and in more casual gameplay, but it ended up just being a list of reasons why melee weapons are awesome. So we're just going with that.

• The sway on ranged weapons when you aim down sights is pretty rough, but in the moments briefly after hitting right mouse button there's absolutely zero sway. This makes it ideal to line up your shot from the hip, then quickly ADS and fire - especially handy because, if you have the Steady Aim skill, shots from ironsights are pin-point accurate to where the sights are pointed. The most important part of lining up your shot is getting the height right, as horizontal corrections can be done by simply moving your character a little to the left or right. Makes sniping a breeze and feels great to get good at, especially with the Got Cha! skill that increases your effective headshot range.
  
  
• Press TAB and then your 'Pickup All' key to instantly pick up any nearby items in your line of sight, even those outside of your usual grab range. This saves time and helps you pick up items that are hidden in little nooks and crannies you may have missed at first glance.
  
  
• Enemies can not hear you move while you're in the air, and running jumps maintain your momentum. Combining these two, you can get a lot of very fast and cheeky sneak attacks by running-jumping at someone and hitting them with a heavy attack before you land. This will henceforth be called a 'lunging attack'.
  
  
• Speaking of, melee hitboxes persist for a VERY long time. OK, not super long, but longer than you'd expect. If you get two corpses next to each other hit one with a heavy attack and then flick your mouse to the other one - you'll hit both of them. It's freaky. With this in mind, you can swing a bit earlier than you'd expect when going for headsmacks and lunging attacks. In fact, this makes them more accurate, as it gives your weapon's model time to reach where your reticle is pointed.
  
  
• Spirits can be dealt with safely and without expending resources by essentially 'matador'ing them. When they begin to charge at you, wind up a heavy melee attack, then swing while running to the left, mouse tracking them or the area they're about to be. It takes a bit of practice but it's satisfying once you get good at it and is very useful in the boss fight.
  
  
• When you land a headshot on a Vendigo with a melee weapon, or deal heavy damage to one with an axe, they enter hitstun. With the Fast Hand skill this allows you to stunlock them to death, making an isolated Vendigo almost trivial with the right set-up, and even more so if you can open up with a lunging attack.
  
  
• Coffin zombies can be one-shot by surprise attacks to the limbs. As lunging attacks aim high (obviously) you may want to sneak attack them the ol' fashioned way unless you feel ballsy.

A slower but safer route that gives plenty of wiggle room, and isn't affected much by RNG.

1: Run straight past the first enemy. Make it eat your dust.
1a: You can easily avoid damage by running up and jumping off the ramp on the way there. Jumping right over his stupid head saves time and is safer than running around it.
1b: If you want to be even safer and get additional healing, go into the side-cave just before dropping to the axe and get the gold.

2: Grab the axe and go straight for the shaman, picking up the revolver and gold ammo on the way. Also pick up the items on both enemies in your path.

3: Talk to the shaman. Once we have skill points to burn, we'll take Steady Aim and Comfort Weapon. Faster stamina regeneration makes us much faster, and there will be points where we're looking to snipe enemies instead of waiting for them to turn around or get closer for a sneak attack. This leaves us with one skill point to spare - there's nothing good to spend it on right now, so save it.
3a: If you decided to play safer, you can talk to the shaman and sell the gold nugget plus the golden bullets to afford a spare health potion.

4: Talk to the totem and give away the gold coin to get the blessing of the bear. Since we've no plans on dying in this run, this'll give us more reliable Vendigo stunlocks later and makes killing the boss faster.

5: Go through the cave the shaman would send you through on his quest. Don't actually take his quest, though - we only care about the path past the two ghouls, which is a shortcut to the fort.

6: Calmly walk up to the bridge until you're just about to be noticed, then leg it across the bridge, jumping onto the rope to get around the coffin zombie. Ignore all the enemies aggro'd by this. Once inside the fort there should be a ghoul to your left, patroling near a cart. Lunging attack it.
6a: From there, you can TAB+Pickup All in front of the cart it's next to and quickly take the potion on it. Though this loses time for safety, it takes so little time I usually just do it anyways.
6b: Whether or not you take the potion, we run into the nearest tower and climb the ladder, then crouch in one spot so the heat dies down.

7: Once the enemies are no longer hunting you, head straight towards the artifact and stealth kill the Prodigal Daughter in the way. Take her shotgun.

8: Make sure you're over 75 health as you make your way out the fort through the tower you ascended to get here, then leave out the front entrance. Go hard left to the cliff overlooking the canyon and look down off the edge - you should see an alcove just above the sheriff's star. Fall onto it, drinking a potion as you fall to save time.
8a: If the Prodigal Daughter's shotgun didn't come with any ammo, or you just want to be safe, on the ground floor of the tower you're leaving out of there is shotgun ammo in the corner you're looking at as you enter.

9: Once you're over 75 health again fall again right next to the star and sneak attack the Birdman in front of you. Take the star. Kill the nearby Humanpede and take the health potion it's guarding.
9a: Another safety tactic is to nab the golden cup in the shack just in front of the birdman you kill. It and any items you find with it will pay for a health potion by themselves.

10: Go into the little cave on the other side of the canyon. Kill the prodigal daughter with two revolver headshots (with the better aiming skill, it's faster and more reliable than simply waiting for her to move into sneak attack range). Take her shotgun ammo. Clear out the enemies and use the shotgun to help clear out the final cluster guarding the unique axe we're after. Take the axe, as well as the item that lets you teleport home.
10a: You will probably level up here, or shortly after this point. We'll spend our skill points on Fast Hand and Tough Guy. Higher melee speed helps with killing Vendigos, and more health is just nice to have.
10b: If you prefer, you can take Adrenaline Rush over Tough Guy, as we do in the other route.

11: Leave the canyon through the big ramp to your left as you leave, killing enemies that are in your path. Keep walking until you reach a wall and then hug it as you go right. You will soon find a set of big wooden platforms, and a back entrance to the church. If you're a little short on health, headshot the Birdman below before running through the cavern and making a break for the artifact. Once you have it, use your home teleportation item.
11a: From here, if you sell everything you don't need, you should have enough for one or even two health potions. For the second one just rest in bed and his shop will reset - if you're lowish on life you should rest anyway, so it works out.

12: Make a break for the canyon and prepare to kill the boss. Go down the ramp immediately to your left as you approach the train, and then take a sharp right down a hidden set of rocks. Then run deeper into the canyon, stealthing past the birdmen overlooking the way forwards. Slice the coffin ghoul into ribbons, then bait out the Vendigo with your revolver so you can smack him around. From there, progress past the boss door.
12a: The path leading up to the boss is rife with revolver ammo, and should give you more than enough to kill the boss. Especially since the majority of our damage to it will be via lunging attack with our shiny axe.

13: Have your health potions at the ready as you tackle the boss, jumping onto one of the wooden supports to mitigate fall damage (the platform's broken before my feet touched it before. It hurt a lot). The axe, especially with the melee damage buff, will easily one-shot spirits with a heavy attack and make short work of the Vendigos that spawn too. In terms of actually damaging the boss, we're looking to go for a running jump and a heavy attack when its bark opens up and we won't be hit by spikes, then run backwards if you're about to take damage. Be patient and plink away at its health with your revolver if you're not sure.
13a: If you went the Adrenaline Rush route, entering the boss arena with a running jump right over the platform and directly onto the ground will conveniently put you in range for the massive damage boost.
13b: Try to top yourself off with bandages before doing this, as it's a LOT of fall damage.

14: Belt out a celebratory 'yeehaw' if you won, or a dejected 'yeehaw' if you died to the boss.
14a: This part is optional.

A break-neck fast but very risky and difficult route with very little margin for error, and bad Soul Flaw luck may screw your run entirely. Not for the faint of heart.

1: Same as the other route - ignore the first enemy and leap right over it, grab the items off both enemies in our path, speak to the shaman and get our two starting skills, Comfort Weapon and Steady Aim. The difference is that instead of buying a health potion, we buy a home teleport item.
1a: Make sure to give the totem a pat on the head, otherwise you'll respawn at the end of the starter area instead.

2: The section leading up to and within the fort is completely unchanged. We still go through the shaman's cave to the shortcut, zoom right past the enemies guarding the back entrance, scalp the unfortunate ghoul, grab the potion and then hide out for a bit. We then grab the artifact and bounce out the front.

3: We still make sure we're over 75 before falling. But then, rather than healing up again, we simply fall towards the star and then use TAB+Pickup All to grab it as we're falling to our death. When we die we'll be teleported right back to the shaman, which works out fine for us.
3a: If you get the Soul Flaw which reduces your maximum health, the run gets a LOT harder and may even be worthy of a dejected 'yeehaw'. This is why it's not for the faint of heart.

4: This is now the ideal time to cash in our gold coin and take our blessing of the bear.

5: From here we move towards the bridge across the canyon and, just before crossing it, take a sharp right until we find a rope downwards. We move down it and follow the path until we reach a ledge. Looking down, you'll see a fall with a regular axe. We'll fall down there and upgrade to this axe. You may as well chug your remaining health potion now for safety as you leap off this rock - we won't be using them later.
5a: This step is optional. You'll still have enough damage to kill the boss with the cruddy starter axe, it's just a matter of how spicy you feel.

6: We now make a break for the Church artifact through the same path as in the safe route. Don't worry about levelling up - handing in all the artifacts will get us there.
6a: When we DO level up we take Fast Hands. And then, rather than taking Tough Guy, we take Adrenaline Rush. You'll see why soon.

7: Take the church artifact and use your home teleport. From there, make your way to the boss as normal, by going down the rocky slope to your left as you depart from the shaman. Rest in bed or heal on the way there if you need to.

8: Once you're about to enter the boss arena, rather than falling onto a support for safety, instead running jump over the platform and onto the ground below. We'll take significant fall damage from this - but it'll put us at a convenient threshold where Adrenaline Rush will be active, and we can barely survive ONE spike from the boss.
8a: However, if we got the Soul Flaw that reduces our max HP, we will be in one-shot range for the boss, and we can't even heal with a bandage because that will bring us out of range for Adrenaline Rush's damage boost. If you get this Soul Flaw and decide to keep playing, this section is do or die.
8b: Assuming you don't get unlucky, though, the damage boost from Adrenaline rush causes our leaping attacks to significantly chunk the boss. And headshots, even with our non-unique axe, will one-shot Vendigos and render them even more trival than normal.

9: Belt out a celebratory 'yeehaw' if you won, or a dejected 'yeehaw' if you died to the boss.
9a: When taking this route, this step is mandatory.