Hints
Be wary of the power-up question marks. Yes, they can be neat, but they often hide a land mine that can take out a trooper or an alien in one burst.
Rockets and blaster bolts affect not only what they hit, but also everything in adjacent squares. So although a rocket launcher's range is six tiles, it can damage seven tiles (six tiles plus a one-tile fragmentation range).
Use the Move and Fire order to duck out of a door, snap off a shot, and then duck back inside. This hides your soldier from return fire during your opponent's turn.
Use the Etherals' psionic power on the most powerful enemy target visible. Although the attack does little damage, the psionically controlled target may fire at its fellow troopers (or at itself for that matter). You want that friendly fire to hurt.