Actually, the best way to do it is toSenseiJinx said:Yes.I've never played the game any other way. The way to save him is kind of odd, though, you think it's essentially "kill everyone invading the apartment" method. That's pretty hard, though, and doesn't necessarily save him, because Paul likes to run into the action and get himself killed. The easiest way to do it is to just run head first into the MIB agents, and get killed first. If you get killed first, everybody survives, and you still wake up in that UNATCO prison. Heh. Definitely worth, it though -- Paul doesn't play a large role through the rest of the game, but it's still a substantial difference.
put mines of various sorts + TNT boxes all over the building before you talk to Paul. During your conversation, the enemies all spawn and set off the bombs, after which you can just stroll through the front door unimpeded.