Your insertion point is on the ground level of the town, and the town is separated into multiple floors, or "tiers". The ground level is almost all civilians, some of which you can barter and gamble with, but there isn't a whole lot of valuables for sale. Notable items are P94 plasma rifle (sold by the auditor), a Big Book of Science, Big Book of Science, Calico Liberty 100, and some ammunition. Note that once you are ready to proceed up the stairs to the second floor there will be two hostiles waiting near the staircase behind some sandbags.
As soon as you enter the second floor, the room above you will have three hostiles that may spot you. There are also quite a few civilians on this floor mixed in with the hostiles. Since there is no power armor to obtain here, you can either go right ahead up the next staircase or stay and explore. There will be a few more hostiles but on either end of the floor there will be BOS crates with supplies which include an Avenger minigun and a Browning M2. Also on this floor is Simon Dudley, in the bar, which is the room just south of the staircases. He activates a secondary objective (see Optional Objectives below).
The third floor, like the second, still has no power armor and is a mix of hostiles and civilians. In one of the civilian rooms (the one with the interior balcony looking into the second floor), Ma Baker is selling a power fist. Also worth mentioning is a BOS crate on the very left side containing four acid grenades and four incendiary grenades. The most notable hostiles on this floor are guarding the staircase to the fourth floor. There are three of them behind sandbags, one with a rocket launcher and two with M60s, so be careful rounding the corner too fast.
The final floor, and the floor where all three of the power armor thieves reside. Once you get to the top of the stairs you should switch to your best weapon, as the first thief is nearby. Once you move in front of the doorway on the top right side you will be charged by several hostiles, one in power armor and wielding a flame thrower. Try to keep your distance from him and he won't be able to damage you at all. Also waiting to pop up is a guard standing outside behind a stack of sandbags to the south. Once the threats are dealt with, loot the first thief's corpse and take the broken power armor (weighs 42 pounds) and move on. If you go left into a bathroom that looks like it has never been cleaned there is a footlocker with a first aid book and a first aid kit, other than that, nothing of interest, so continue to the right where the hostiles came from earlier. The way this floor works you will be forced out onto the dirt balcony (outside), but once watch your step as it is covered in mines, which is indicated by the crates of mines and the corpse on the ground. If you stay at the very edge of the "cliff" side you won't activate any mines. Midway along the cliff you will see a doorway with "666" next to it. Ignore this door as it is trapped and you would have to walk through the minefield to get to it. Once you pass this there will be two hostiles waiting behind sandbags. After this you will have access to a generator room, inside are several guards and the second power armor thief, so equip your best weapons. He will stay at the very rear of the room using a Browning M2, so react accordingly depending on what you are using, but you will likely need to charge him. Once he is killed loot the broken power armor. Next to his corpse will be a power switch that you can use to turn off the lights if you wish, but it is unnecessary. Next there will be a short hallway and a small room, both with sandbags and a few hostiles. Then will be the final room. At the doorway to this room will be one hostile with a Ripper who may charge you (better to deal with him outside the room). The layout of the room doesn't lend very well for cover, but if you go in prone at the doorway on the right instead of the left you can use the sandbags for cover. But as soon as you enter the room there will be a guard with a rocket launcher waiting for you. Once he is taken care of you can line up behind the sandbags. Now all that is left is the last thief and his two guards, all three of which will be wielding energy weapons. They all have very good range, so unless you also have very long range weapons you may need to charge forward to take care of them. If not, fire from the prone position. Once the last thief, Guldo Sciavo, is dead, loot the final piece of power armor. You can now head back to return the armor to the Auditor at the extraction point.
Simon Dudley, located on the second floor, in the room just south of the staircases, will ask you to help rescue his kidnapped sister. He says he will take you to her and as soon as dialogue is complete he will begin moving to the next room. He will stop at the second door and wait. Inside the room is Adele Dudley lying on the floor crying and one hostile, Jeff Dougal. When he is killed, she will get up and return to her brother who will thank you. He will also say he gives you something for your efforts, but due to a glitch, you don't actually receive anything.
Don Vinchenzo, located at the top right of the first floor (near the cockroach races) will tell you he wants you to kill Ma Baker (on the second floor). It is advised you don't actually do this because, as it turns out, Ma Baker is actually an alias for Paladin Klotz, a Brotherhood spy and leader of Urban Squad.
Though you obtain three pieces of power armor during the mission, you don't actually receive any to wear for your efforts. But once either this mission or Great Bend is complete, the on-base merchant will begin stocking power armor.
Killing Ma Baker will cause all civilians in the nearby area to turn hostile.
There is the secret area in the place of worship. To achieve it, you should prone and proceed beneath the tribune back from stairways.
Simon Dudley tells you that he is giving you something as a reward for saving his sister, but he doesn't actually give you anything.