Play through the game until you get to Sonny (and his pink shirt) at the end of the game after a short cut scene. I found him to be a bit of a pain as he tosses grenades like he's a baddie from World at War. Just keep your distance, avoid the grenade spamming and take your shots when you can. You'll be able to wear him down over time until his health is entirely gone.
Unfortunately, there are no stages to this battle... if you die before he does, you'll need to start from the checkpoint at the beginning where he has full health.
There is also a trick to get all the difficulty achievements at the end. Play through the game on easy and just before you kill Sonny, pause the game and switch the difficult to impossible to get all difficult related achievements. I found it easiest to wear him down with all of my other weapons and fire my rocket launcher for the final blow. I paused the game mid-flight and changed the difficulty before the impact.