I recommend using Matt for almost all levels. That one extra bomb bonus is very useful since early on. His main weapon damage is stable, while his sub-weapon deals awesome burst damage and is fairly spammable.
Lance is a pretty good choice for survival mode, since his damage scales well with the reload boost and also that his sub-weapon can deal reasonable damage from a safer angle as compared to Matt.
Maybe it is just that I had yet to figure out how to use them, but I find the remaining characters to be somewhat underpowered. Anna's damage is pathetic even if you keep the sub-weapon on. The only good thing about her is that she requires hardly any skill to aim everything on the screen. No-Legs' damage isn't great, and also suffer from the fact that its sub-weapon requires quite long to reload; while Nat's sub-weapon damage is rather unimpressive given the reloading time it requires as compared to Lance and Matt.
It's an interesting concept, but I don't know if it's just me, but I have real difficulties with the fact that there's no zoom button and it's always frustrating how because a block is like just half an millimeter from where it should be, the remaining pieces are stuck.
Great game - so this game should be called "CTRL SHIFT" instead of "SHIFT" eh? What's next, DEL? lol Anyway, adding a "Return to Menu
button might be helpful (or is there one that I haven't noticed?) - I accidentally clicked the same chapter again after finishing it and could only use F5 to start again. lol