While I'm a bit late to the party, only getting XCOM Enemy Unknown over the summer for the PS3 through my PS+ sub, I finally got it and the equally awesome expansion XCOM Enemy Within for my PC during the last Steam sale. Everyone has their own tricks for playing and what works and what doesn't, and I guess I do as well, or you wouldn't be reading this. While some of what follows will work for the vanilla release, my experiences with the game more commonly involve playing with the expansion turned on, as I never got far with the PS3 version of Unknown, mainly due to time, but sunk enough hours in to know that I loved the game and wanted more. If you have more, feel free to share in the comments, and bear in mind this is just how I play. There is no wrong way to play the game.
1. Satellite Coverage is key. I cannot stress this enough. While you may lose some countries along the way, getting a satellite up lowers their panic, gives you some needed coverage along with a monthly cash bonus, and if you fill up that area, a nice extra bonus to help you in taking out the alien forces. Depending on what difficulty setting you play on, this determines whether you start with a satellite or not, but cranking these out in the first few months makes playing the game with research and actually building the tech much easier later on. On top of that, build as many as you can afford at one time. It takes the same amount of time to build 4 or 5 of them that it does to build just 1, so cram as many in as you can afford, even if you don't have the uplinks built to support them yet.
2. Priority Research does not have to be your main priority. The game kind of leads you by the nose on what to research to advance the main plot along, but you don't have to do that at all. Research things to make your squad tougher, more capable and able to use bigger weapons before you even touch a research option the council wants. You've accepted that the council has a priority agenda and you've elected to reject their dumb ass decision and go your own way so that your troops survive a mission and can take on aliens and EXALT forces with deadly precision and, when that fails, balls to the wall firepower. I completed well over half my research and had genetic and MEC upgrades before I ever touched the priority research and building options, and it made my life much easier for it. The game where I was trying to follow their advice I felt I was over-whelmed fairly quickly.
3. Build only what you need to survive. While you might have 24 squaddies in your barracks, you don't need to make guns for all of them. Keep it tight as to what you're building. I usually only keep enough gear to equip a squad of six. On top of that, if you're playing Enemy Within, you can get by with making even fewer, as EXALT is right along with you on your technology level, for the most part, and the EXALT weapons don't explode into little pieces when you kill them like the alien tech does, so you can build up a nice stockpile of like for like weapons in your arsenal without having to break the bank. This will also allow you to build more in your facility as well as beefing up your other security, like new Interceptor ships and better weapons for both. With all those satellites and bonuses in the air, you still burn through a month's worth of cash very quickly if you're not careful.
4. Balance your Squad to your play style. Personally, I play with a fairly balanced group designed to work with cover and to keep firing. I have 2 Heavies, or 1 Heavy and a MEC, 2 Support, 1 Assault and 1 Sniper. I work with the cover when I play and tend not to get to close, more of a medium range, which is where most of my squad works best. This isn't going to work for everyone, and my squad seems to work with my play style. If I was going far more aggressive, I'd change out a few of them, but being aggressive usually leads to me getting frustrated and losing troops, which can happen but no one wants to have happen. I've set up my support to do healing, but they're also great at nailing baddies who get too close, the sniper is built to move and fire, and my Heavy and MEC are there to take a hit and dish it out. My Assault trooper I have in just so I have one of each, at least, on the squad of 6. It doesn't fit my style all that well, and I tend to change between the shotgun and a standard rifle on them, though I'm never really happy with the performance of either. I do like the run and gun though.
5. Get your squad upgrades in the Ops Center in as soon as possible. I know, I just told you to crank out the satellites, but Squad upgrades are important too. It fills you out to 6 from the base line of 4, gives out more experience on a kill, makes all new members you recruit Squaddies to start with and starts them with their base class determined, so you know what you're going to get when they level up and makes life easier for you in the long run. Just make sure not to swap out that Ops Center and, if you don't have one, build one. You're going need it sooner rather than later.
6. Cover and Overwatch. It sounds repetitive, but some of the best ways to advance through a combat mission are simply move from one cover to the next on your first action and pop Overwatch for your second. This keeps you from being out in the open as an easy target, and if they move, and if you built your troops this way, you get a responding shot before they march across the map or an answering one if they fired on you. If you're in range for the shot and have a good chance at hitting, by all means take them out, but the only way I made it through a certain base assault mission was the cover and Overwatch method, and I made that one without save scumming and no casualties, so take that for what it's worth. I only sprint coverage map if a trooper is lagging behind way too far, but I make sure they're moving into range of someone else in Overwatch if I do that. Even on a timed mission, it pays to keep covered and be ready for incoming troops.
7. Level and swap. You're going to end up with squad members that are injured, or worse, dead. In this case, you're going to have to rely on your back-up. It's going to happen, it's not a matter of if, so don't ignore your lower level squad members. Try and get them all in the fray. You don't need to go too insane with how many you have in your Barracks either. I've settled in at 24 but could run much leaner, at 18 squad members, and I think it'd work just as well, but I also ran into the problem of getting a bunch of Heavies and Snipers added to my squad and not much in the way of Assault or Support Troops. I could go in and get rid of a few, but instead chose to upgrade two of my slackers that I wasn't using much into MEC Troopers, and while I'm not regretting it as they are pretty bad ass, I am regretting mixing it up with my Gene mod troops. The point is, don't neglect your lowbies. Get them in on the action and killing bad guys, as that's the only way you'll level them.
8. Genetics Versus Technology. While I wouldn't change a thing now, as I do like both my gene enhanced forces and my MEC troops, your first go round, you might want to pick one or the other, as the MELD resources you collect will go fast if you're dumping it into both advancements. After genetically enhancing just 3 troops, converting 2 over to MECs and building a MEC suit to tier 2 and another to tier 1, I ended up being tapped out on my MELD resources. It goes fast, so plan accordingly. While I like my mods and the two MEC troopers, I only ever field one, and I'm not currently getting the full benefits of the gene mods because I'm trying to level up the rest of my squaddies. It's difficult to balance either way, and yes, you can get more resources as you go as I was able to mod another soldier and upgrade one MEC to tier 3, but it's much harder to do so.
9. Save often, unless you're playing Ironman. I know there's a lot of this or that about what's referred to as 'save scumming,' which is basically just going back to a previous save game and going from there. You can save yourself a lot of grief playing this way unless you're playing on Ironman, in which case that's never going to be an option. If you're completely unhappy with the outcome of events, lost too many valuable squad members or just think, 'hey I can do this better,' then going back to a previous good save is always a fair option. It's even better when you don't have to, but unless you're Ironmanning it, there's no reason not to.
10. Stun versus Kill. There's a big thing for capturing and interrogating aliens in the game. The problem is you have to get in close to stun them, and really the only immediate advantage is that their weapon doesn't explode. You don't get experience for a stun versus a kill, so really the only benefit is from the interrogation and an extra alien weapon. So go ahead and plug those humans and aliens with your low level characters. Stunning is over-rated anyway. Take your higher level trooper in that doesn't need the kill experience at the moment to stun if you absolutely have to.