I played some games with my cousin and it's fun how we had to stay in the shadows while planning our next move (since we couldn't just use a four-man team to cover all the bases), and the ensuing frenzy that came from one of us messing up and being spotted and the remaining player being forced to revive the other. We mostly played as the gentleman (him) and the cleaner (me), but we're trying pickpocket + mole for the redhead level, since it appears to be the best way to slip by. It's a bit annoying how you're basically forced to switch characters whenever you have to rescue someone. I haven't played three or four-player co-op yet, so I can't say how that works, but it'd probably be even more frantic and accident-prone.
By the way, what does the redhead do? So far I've seen her charm up to one person at a time, but they barely did anything other than following me around aimlessly. I thought you could get them to fight for you or something as well.