Quick response to bleeding wounds
A tip learned in the military a few years back to help stop serious bleeding:
Feminine napkins and tampons, which are super absorbent, are great for helping to control bleeding wounds. Tampons fit bullet wounds (some better than others) pretty well and swell to help stop bleeding. Pads are pretty much, if not exactly the same thing as battle bandages.
Sucking wounds can also sometimes be helped by the plastic wrapper of a cigarette pack or a latex glove. Even a pat down glove or anything you can fit over the sucking wound to stop it from sucking.
Of course, nothing is better than formal training for first aid, but we don't always have those luxuries. Use what you have with you.