Have only played it through once, on Insanity. Please pardon me, but this going to be a long one...
I brought Tali and Garrus along to the end segment, rocking a level 59 Widow-wielding Infitrator, Slam as a bonus power. Few things really helped here:
Really fast cooldown because the only other weapon Shepard had was an SMG with Ultralight materials. Same thing with the squadmates- I find giving them the Talent options for faster cooldowns, at least for abilities with long cooldowns, generally helps the most.
Made Shepard a glass cannon with some crowd control abilities. Maximized the crowd control potential of Slam. Incinerate was also area-hitting, and geared toward maximum Armor damage. Sticky Grenade was for single targets and also maximum Armor damage. Cloak, Fitness, and Operations Master bonuses also geared for maximum one-shot damage potential.
Widow had the AP mod for even more hurt, and I opted for an enhanced heat sink rather than more damage there- couldn't be arsed to run off and pick up more ammo when being mobbed. Oh, speaking of ammo, also used maxed out Disruptor ammo (also geared for damage, naturally).
Tali and Garrus stripped enemy shields and barriers with Energy Drain and Overload, respectively (as a side note, I'm *really* glad they changed that- makes Tali of much greater utility than the dronomancer she was stuck as for most of ME2). Said stripped enemies then received a Widow-propelled round through the cranium- one shot, one kill- or several if they were Banshees. The armor piercing shots also made short work of the Cannibals, disregarding their additional plating for an instant kill.
If I needed the Cannibals or Marauders off my back, a quick Slam would incapacitate them long enough to put them out of their misery. A quick Concussive Shot from Garrus was also occasionally employed.
Brutes... well, the Brutes got my full attention right away. They're generally slow enough that if I toss out Incinerate, Sticky Grenades, and Widow shots as quickly as possible, they went down before becoming a real threat. Oh, and Garrus's Proximity Mine (also geared for Armor damage) really helped there too. To a lesser extent Tali's rocket-flinging drone also contributed, but it was mainly for distraction purposes. Armor-piercing shots were a huge help here. The Brutes tended to bunch up, so any and all of the above attacks could make short work of those clumps.
Banshees can be the worst of the bunch, but reasonably safe to ignore most of the time unless they're doing their teleport/charge spam. If you can ignore the psychologically damaging effect ("OMGit'saBansheerun!") they aren't that bad. Just had to keep moving, stay out of line of sght, and pour damage into them when it was safe, they went down eventually. Thankfully, even with their ridiculous amount of Armor health, working together Garrus and Tali could strip their Barriers in one go; even when the Barrier came back, it was simply annoying rather than game breaking.
Discovered the Hydra too late, only used it once (I had to try this a lot- being a glass cannon has disadvantages), didn't bother afterward. The Harvester wasn't bad either. Stayed under cover, shot its weak point with a cloaked Widow shot, and Tali's drone provided supplementary distraction after the remaining peons were dead.
Two other thoughts: use medigel liberally. I barely touched the stuff except for the fights around the missile launcher, the last encounter with Kai Leng, and possibly the arboretum in Grissom Academy (and here I was thinking *that* was the hardest fight in the series- turns out I was wrong =P), but with the Banshees and other nasties around, walking up to squaddies for a revival uncloaked usually resulted in a quick death. And take advantage of your incidental "fire support". I found the Reaper toasting his own forces more often than not if you herd 'em in the central area.