I have spent a some time searching player forums and playing COD MW2 and have come up with some generic tips and tricks to improve your multi-player skills. I'm by no means claiming to be an expert so any thing you don't agree with or would like to add please feel free to comment.
First of all, if your like me and this is your first Call Of Duty then I would recommend you play through the campaign mode before you start on the multi-player. It helps you get familiar with the controls and the style of the game, especially if you play it through on the Veteran difficultly as this is the most similar to the multi-player modes in terms of the amount of damage you can take. Once you do start playing on the multi-player prepare to get your ass handed to you multiple times, no-one will start off as an expert so don't get to disheartened its all part of the learning curve.
One of the most important yet most overlooked tips I can give you is learn the maps, no matter how good a player you are if someone knows the map well and you don't they will have the edge on you. A good way of learning the maps is to set up a spilt screen game locally on you console and then you can have as much time as you want to explore and find your way around. But the only way to find out where players like to hide and where the players seem to gravitate to is to play the game, its as simple as that. With experience that only comes from playing numerous games you will learn the routes players like to take, common sniper spots and hot-spots for player activity.
When you first start you will have a very limited choice of Weapons, Peaks and Killstreaks to choose from, so there isn't much point spending time creating a custom class until you have leveled up and unlocked more things. I personally found the Famas to be a easy weapon to get used to and levelled up considerably using it, although it must be said, weapon choice is solely down your own individual playing style so use what you feel comfortable with. Try as many weapons as you want until you find the one that suits you, I now even though I've unlocked nearly every weapon still use the SCAR as I've grown to love it. If you like hiding and taking your enemies out from a distance then the sniper is for you, if you like moving around and having and all purpose weapon than you will probably like an assault rife. These are just general assumptions as every one plays differently. Experiment to your hearts content.
A unique feature to Call Of Duty are the Perks and Killstreaks. A good perk combination for a standard class would be something like this. Sleight Of Hand - This enables the player to reload faster, Stopping Power - This increases bullet damage and Commando - Increased Melee range. Although as with most of the game these are completely customisable according to your individual playing style. Killstreaks are a massive part of the multi-player experience, I'd recommend going for things like the Sentry Gun, Predator Missile and UAV. Your choice of killstreaks is dependant on your playing ability, if you die a lot and don't rack up many kills there is no point going for high kill killstreaks. Your Killstreaks don't disappear when you die so don't feel the need to rush them (unless you are using them to build up for a larger killstreak). For example if you pick up a UAV and someone has just set one off there is no harm in saving yours until for team needs it.
If playing a team game it helps a great deal to communicate with your team, although sometimes this isn't possible as a lot of people don't wear mics. But if possible it can help as you can tell your team enemy positions and cover each other, at the end of the day the team games are meant to be played as a team not a lone wolf. When moving around I find it helps to be cautious for example, check around corners and such before moving and try to stay out of open areas. If you are patient you can get the edge on a lot of your enemies, although this been said I do have a class where I like to run around with a LMG equip and Commando using Run-n-Gun tactics so there are no hard and fast rules. Adapt your game style to needs of your team and the weaknesses or strengths of your opponents.