I had hacked the turrets nearby, which helped.
Shock is quite good if you want to stun it briefly..or if you attack it and get it to chase you into a water-filled section, you can do rasonable damage with it. Incinerate is very useful - just throw on at it and then try and give it the run around for a bit
Basically, using the walls for cover is your main thing. Blast away with shotgun at point blank (and at the head) and try to keep the walls between you and it as much as possible to minimise damage. Make sure you've also stocked up on medkits/know where the health stations nearby are in case you run out.
If you have any electric buck for your shotgun I'd also try that out. Works a charm on them.
You can discover more about their weaknesses later in the game but if you want any spoilers, just ask away and I'll provide them
The lame lame lame way to do it is to let yourself get killed a lot and just respawn at the vita chambers. The Big Daddies don't regen. I really recommend against this though - it can really spoil the tension of the game (I'd avoid VCs all the way through if I were you)
