Lately I've been playing a lot of XCOM. You could say it's because Enemy Within is coming up, but honestly I've just been in the mood. I started playing on Classic, with Marathon enabled. Initially, I also had the Slingshot missions enabled, but I found that they actually make the early game harder without what I consider to be a worthwhile payoff.
Anyway, because I've been playing a lot of XCOM, I've been thinking a lot about XCOM. And how I can play better. This is some of the stuff I've come up with.
Don't let the loss of a few countries deter you. Losing a country is heartbreaking, because you often feel like there's something you should have been able to do to prevent it. After losing a couple of countries I started to think about quitting and restarting. Don't let the loss of a few countries throw you into despair! Remember that the only way to get a game over in XCOM is to lose several countries (8, to be precise). Even with a few gone, as long as you continue to expand your satellite coverage you'll still get the resources you need to keep going. Just do your best to prevent it from happening again. Which brings me to my next, contradictory point....
Do everything in your power to prevent countries from leaving. Loss of a country is permanent. Once they're gone, they're gone and there's nothing you can do to reverse that (except for reloading a previous save if you're not on Ironman). The loss of money and resources is one thing, but losing a country also locks you out of getting access to that continent's collective bonus (like "All In" or "We Have Ways)". Council missions and terror missions both typically reduce panic (terror missions in particular can really turn things around for you if you ace them), but your most reliable method of suppressing panic will be to build satellites.
Prioritize satellites. The game doesn't quite convey how important satellites are to keeping things under control. Satellites are extremely important, and you should devoting as many resources as you can spare to getting more of them up as soon as possible. First of all, as soon as you launch a satellite, though it takes a couple days for it to be operational, the country you launch it over will immediately lose panic. Second, each satellite adds anywhere from 70 to 180 credits (depending on the country) to your monthly stipend, as well as more staff (either scientists or engineers). Having full satellite coverage of a continent nets you that continent's collective bonus. Finally, satellites detect UFOs (which is why you're launching them in the first place). Sometimes they'll be in flight (you'll need to shoot it down), sometimes they'll have already landed. Either way, you'll want to send a strike team to kill any aliens in detected UFOs. UFO missions are lucrative because they not only present a prime opportunity to capture aliens (including certain special types that mostly only appear in UFOs), but they're your main source of alien resources such as alloys, Elerium, and power sources. You'll also often end up with damaged resources that can be freely sold on the Gray Market for some extra pocket change. So, in short, more satellites = more money, more resources, and more perks. Get them in the air as soon as possible. If that means having to build workshops for more engineers and power generators to support the addition of more uplink, so be it. Also, don't wait for more uplink to buy more satellites. Each one takes about 20 days to build, which is quite a long time. There's no consequence for having ones lying around that you don't have the uplink for, so as long as you can afford to, you should build them ahead of time so they can be ready to launch when you DO have the available uplink capacity. It's also worth noting that satellite coverage cuts down on abductions. Once you have full coverage abduction missions become extremely rare.
Prioritize weapons. Armor is all well and good, but even with the best armor in the game your soldiers are far from invincible. Dead aliens from more potent weapons are a much safer proposition than fighting live aliens with better armor. I would recommend at least pushing for laser weapons as soon as possible. If necessary, plasma can wait, but the conventional bullet weapons you start with simply do not have the killing power to effectively deal with Mutons and Chryssalids, two enemies you'll start encountering fairly early. After satellites, weapons development should be one of your top priorities.
Stay together. The average alien is significantly more dangerous than the average XCOM recruit, and aliens rarely travel alone so you shouldn't either. Don't stay too close together, as that leaves you open to Thin Men poison clouds or worse, getting blown to hell by grenades. But it's important that everyone stays close enough together to be able to tackle threats as a team. Even as a Colonel, units shouldn't normally be expected to go toe to toe with some of the tougher enemies by themselves. Eventually you'll have the killing power and squad size to split up into three man fireteams and generally still operate effectively (and in the case of larger UFOs this is probably the recommended course of action), but I wouldn't splinter the group any more than that.
Don't forget about your Interceptors. The Interceptor metagame--the mechanic of building and maintaining an international air force capable of defending your airspace against UFOs--is expensive, and a real time sink in terms of in-game time. And it will often force you to divert resources (particularly research) away from other important things to focus on it. But it is important, and if you neglect it you'll regret it. If you're going to launch a satellite over a new continent, be prepared to have at least one or two Interceptors transferred to that continent too. After all, there's no point in detecting a UFO that you can't touch. UFOs that are allowed to roam freely on your watch--either because you have no Interceptors in the area to send after it, or because the Interceptors you DID send after it were shot down--are extremely dangerous to your panic levels. Often, letting a UFO get away will lead to that UFO directly causing an increase in panic in that country. Occasionally, that UFO will shoot down a satellite, which in most cases will probably lead to that country instantly hitting maximum panic, and you being unable to build a replacement satellite in time to stop them from leaving. I know Interceptors seem like something that's expensive and don't really pay off (and technically it doesn't directly pay off), but they are necessary to keep things under control.
Interceptors are important, but Interceptor weapons don't have to be. With just the basic Avalanche missiles, your Interceptors will eventually be outmatched by larger and more advanced UFOs, but you can compensate for that by simply having more Interceptors. UFOs keep their damage from each encounter, and three Interceptors can probably take down a UFO that a single Interceptor couldn't, even with Avalanche missiles. This probably won't work forever, but it will work long enough for you to bypass a couple tiers of Interceptor weapons and go straight to Plasma or EMP cannons, which will carry you through the end of the game. And I find it more resource-efficient to just buy and maintain more Interceptors than to divert research time and money to regularly developing and deploying new weapons and equipment for a couple of them.
It pays to capture aliens. Though you'll be forced to capture a few specific aliens to complete the game, there's no need to stop with just the ones that are important to the story. All aliens other than robots and Chryssalids can be captured, which allows you to interrogate them for benefits. Sometimes it's a new item to be researched or developed in the Foundry, other times it's research credit towards a specific category of stuff. For example, capturing and interrogating a Sectoid gives you research credit towards beam weapons research, which halves the time it takes for you research all laser weaponry. Furthermore, any alien you capture will have their gun (if they have one) confiscated in one piece, and that gun can then be given to your soldiers to use after you research it. This is a cheap (albeit risky) way to get plasma weapons earlier than you would normally get them.
Be aware that alien progression works mostly on time. It's been said that the aliens have their own agenda, and the invasion will progress whether you're ready for it or not. There are only a select few aliens whose appearances are tied to specific events. Chryssalids appear for the first time in your first Terror Mission. Outsiders appear exclusively in UFOs. Sectoid Commanders and Ethereals also do not appear until specific story events occur. All other aliens appear on a somewhat loose but fixed schedule. You can expect Thin Men to appear within the first couple of weeks, then Floaters and Mutons a month or two later, eventually followed by Cyberdiscs, Drones, and more as time progresses. UFOs also get larger and more difficult to take down as time progresses.