Sgt.Pepper said:
I have such bad luck when I play Heavy. Everyone aims at me instead of the demo, pyro, medic or the engineer. What the hell?
Yeah, try to run away when you're in a bad situation, try to jump while you rev your gun up since it lets you quickly appear around corners with your gun spinning, and don't use the brass gun (at least not starting out). It's so slow that it may cripple your self defense and escape.
If you use one of the sandwiches (I think either sandwich heals 50% when thrown? Not sure), my advice is to almost always throw it, and never eat it. Getting 50% health back on the move is more preferable to freezing yourself in place with a loud NOMNOMNOM sound effect unless you're sure you're safe. (Oh wait, there was a cloaked spy behind you, you're not REALLY safe) That's just my opinion though. Some people really don't like the sandwich, but I think it can be useful if you throw it ahead of you while on the run, or if you throw it in front of your medic/dying teammate to quickly get them back to a safe health range.
If you're running away from an enemy and they know you're injured, you might have time to run around a corner, throw a sandwich, and quickly reverse direction (make sure to walk over the sandwich though). If you have enough time, they might chase and suddenly encounter a healed heavy with the gun spun up, coming back in the opposite direction.
Perhaps the most important rule of heavy, if you haven't learned it already, is to spin around about every 2.3 seconds to kill the spy behind you. Everyone on your team is a spy, and some of the enemy team. There is also a spy ABOVE you, waiting to jump on your head. If you kill all of these spies, you will still have to worry about them suddenly stabbing your medic and losing that uber you were craving.