One way is to create a "mega-mission", so that once you accomplish a goal you will be given a new mission. This way you must preserve you ammo etc. There are, however, a couple of problems with this:
-you might need to create a lot of platforms in the mission/campaign, which usually seems to slow down low-end computers considerably. Of course you can help this by adding/removing platforms from the game as the campaign developes.
-if the different campaign locations are far away from each other, the campaign might take a lot of time to play through. (Although some consider this to be a good thing
).
Miika