When a grey has it's shield on, you can take it out way faster if you
have both alien technology guns on you with ammo.  As soon as a grey
appears, get out the plasma launcher. Fire that directly at the grey,
this will also kill any black ops too, When the plasma is done killing
all of the black ops, all of it's power will focus on the grey's
shield.  As soon as this happens, go to your previous weapon and start
firing rapidly at the shield. Repeat this as many times as needed to
destroy the shield, which is usually 2 times. If your plasma launcher is
empty, the SMP's work the second best.