I got this game back in December and have played it a handful of times with friends. Being a huge GoW fan I love the game, but the difficulty seems insanely high. 

In all the time since I've had the game my friends and I have never managed to beat a level besides the first one (and only once at that) or a few waves of horde. 

We've never been able to beat any other levers. It always seems to follow this pattern. Doing ok… doing good… we're gunna win… boom destroyed…

Are we just terrible? Any tips? 

Try again.

Don't spread out. Keep moving. Try to mantain a healthy distance. Don't be afraid of close combat.

Repeat.

Yes, the game is very difficult. The feeling of accomplishment when you manage to snatch a victory from the Locust horde is unbearably good, though.

Save your ammunition for guard-reactions. Keep in mind that you don't have to kill all Locusts: You only have to kill the Locusts that could attack you in the current turn. In many cases, it is better to pick out (with a guard reaction) exactly that Locust who is really attacking your COG this turn than to clean the whole area, spending lots of ammunition.