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.