doady: I have to say, this is an infuriating game. Too much randomness. I can have a soldier stand directly next an alien, one tile away, point blank range, with a light machine gun and it's still only 44% chance to hit. It makes no sense at all. The player has hardly any control over the outcome because of this randomness. This is on top of the lack of action points, the lack of stances, the inability to select the path, etc. - the tactical options are limited. XCOM is not a tactics game, it's a gambling game, keeping on reloading until desired outcome. It's only a tactics game if tactics have an effect, but in XCOM, the tactics are meaningless.
1) Learn how flanking works. With Run 'N Gun Assault guys this should generally help.
2) Proper Sniper Training and gear can give them a 75-100% chance to hit even half a map away. Don't forget that they need grapple hooks to get up to high ground faster, they get massive bonuses for this, even better ones with the skill!
3) Gear makes a huge difference, you can avoid wasting money on crafting weapons if you stun gun aliens early on, you'll have a pile of plasma weapons available the moment you've researched the relevant technology and long before you need them. Did I mention my Heavy took down a full health Sectopod tonight, in a single turn? Said Sectopod had 2 elevations worth of height advantage on him at the time.
4) Getting your Psi troopers seriously wounded is bad, you can stabilize/revive them but they will permanently lose Will, this affects their future chances to use those uber powers against the tougher aliens. Don't stick them in harm's way unless it's seriously worth it.
5) Machine gun? you have like the shittiest weapon in the game, do you even have a SCOPE on your guys?
6) Flanking, exposing vs. cover, using cool down abilities, troop turn order, where to place smoke, when to fire rockets/throw grenades, which training you want to take to balance your squad, which techs to research, which items to build, how many back up "trainees" to bring along so they're ready when most of your squad is injured, etc.: the game has both tactics and strategy. As much as some games? No, but way more than most.
For my part, I prefer the following squad: Sniper, Heavy, 2xSupport, 2xAssault. I'll take a long an extra anything if one is out, but I tend towards an extra Support or Sniper. I have brought alone 2 Heavies before, and if they both have dual rockets and you don't mind less loot, you can sometimes make really short work of a mission.