Chicago Ted said:
Oh, and rush laser weapons as a tech. You'll be so thankful for them, especially if you get them before the first terror mission with citizens, which is far harder without a full squad and a couple laser rifles.
I skipped lasers altogether and went directly to plasma.
While it makes early game a bit harder, it will boost your combat capabilities in mid game
Have at least one soldier with arc thrower (you never know when there is last alien you can stun)
Stunning gives you live alien (dead if alien type is researched) and intact plasma rifle (light or medium- depending on enemy)
FOR A LOVE OF GOD, DON'T TRY TO STUN CHRYSALID!!!
(lost few good men when tried it

)
Already mentioned, but...
MAKE SATELLITES AS MUCH AS YOU CAN.
There are some money left?
INCREASE SQUAD SIZE TO 6 AS SOON AS POSSIBLE.
P.S. Are S.H.I.V.s helpful? I managed to beat the game without them.