I mean, I'm sure I'm not the first to mention that, but, damn it's brutal.

Just wanted to ask if there's something I'm missing or is the Pitchfork usually the weapon of choice in this game?

Dynamite, generally. It is quite tough, but explosives are rarely in short supply and will help clear out enemies before you move in with your other weapons.

Also, note that there is a bug in the difficulty settings. Reference here: https://www.gog.com/forum/blood_series/difficulty_setting_changes_when_loading_save_files/page1
When you use a difficulty setting lower than "Lightly Broiled" you will take less damage at first. But, if you load a savegame, for the duration of that level, you will take much more damage instead! It's the other way around with higher difficulty settings.
So, either just stick to "Lightly Broiled", or only save at the very end of each level.

I've had a discussion about Blood difficulty levels, I tend to play on the slightly lower difficulty because I don't like all the cultists throwing dynamite, but as others pointed out that means that they're spending more time actually shooting at you and their hitscans are way more dangerous than their dynamite. Keep that in mind too.

I think BloodGDX fixes that difficulty bug, doesn't it?

I think I've heard it does, yes.

On the topic of difficulty in general I have to agree, though. I have only played as far as level 3 so far and I love nearly everything about the game, but the hitscan enemies all over the place really put me off. I think I'm fairly good at fps, but it seems almost impossible to prevent the cultists from getting at least a few hits in on you before you're able to hit the trigger. Also, trying to hit enemies with the flare gun can be extremely frustrating, as the hit detection on the flares seems really hard to get a feel for. Sometimes I could swear I should be able to hit an enemy, at least the graphics show the flare flying right at the enemy, still it doesn't count as a hit.
Does anyone have any tips? I'd rather not lower the difficulty and at the current state of the development I also don't want to play through the game using BloodGDX.

BloodGDX is actually pretty well featured, it's only got a few little issues and updates, while they have slowed a little bit, are still coming fairly regularly.

But as for tips, explosives. Duke, Shadow Warrior, and Blood are all heavily explosive based, but Blood gives you some more tricks to help out against the tougher challenges. For instance, the dynamite alt-fire puts it on a timer, so you can bounce it around corners which can be invaluable if you're sitting there wondering if there are any enemies waiting for you. I've never found a whole lot of use for proximity dynamite, but remote dynamite can be super useful. I've not had trouble with my flares, but they are projectiles and so enemies can get out of the way if there's room for them too. The alt-fire for that is pretty devastating against crowds, and that's what I tend to use it for once I get the shotgun.

Speaking of the shotgun, alt-fire in close quarters, wider spread but pretty devasting. With a bit of distance, the primary fire is useful. Much further than that and you'll want to switch to the tommy gun. Not too sure about the tommy gun's alt-fire, it's a spray that I think deals a whole bunch of damage up close.

The napalm launcher is both rocket launcher and grenade launcher and can light enemies on fire if they're close to the blast. The tesla gun is a lot like the plasma gun from Doom, and its alt-fire is a charged blast that I think is pretty good against stone gargoyles. Voodoo doll alt-fire as well, which will blast it with the remaining ammo. I'll be honest, I don't use the life leech much, but its primary fire can clear a room pretty decent. Not too sure about its alt-fire, it lays down a turret that I figure can be useful if you switch to another weapon for extra firepower, but I can clear a lot of situations with some judicious dynamite throwing.

Thanks. I've finished Episode 1 and about half of Episode 2 now and I've made two main discoveries.
1) As you've said, explosives are extremely important, so at least in this episode there is hardly a situation where dynamite isn't extremely useful. Also, it's just so satisfying to use. Somehow it is surprisingly easy to judge how far you want to throw it. Very contrary to the thermal detonators in Dark Forces, for example, which I never felt comfortable using.
2) The cultists do a lot more damage in close range, which was my main problem in levels like the train. In this case, taking them out with dynamite and not even giving them an opportunity to shoot works wonders. But, if they are just far enough away, they will hardly hit you anymore, so you have plenty of time to watch them burst into flames from a flare.

So, right now, I've got to say that Blood really isn't that hard anymore. It's a very nice challenge, but I've feared I would have to resort to quick-saving all the time, which just isn't the case. So far I only safe once at the beginning of each level and at most had to retry a level maybe two times before being able to finish it. Good times!