Soldiers who carry less than 20% of their maximum weight gain extra Time Units (TUs), as specified in the Strength and Weight Management article. This mechanic can be used to create fast-moving scouts and extend soldier capabilities in other ways.
A scout is best used to increase situational awareness on the battlefield. Because of their high TUs, they can be used to spot aliens early while still having enough TUs to retreat to cover. They are also good at stepping out of smoke to establish visual contact, enabling other soldiers to engage the enemy. In general, they enable you to prioritize fire for your other soldiers and keep them safe by catching threats early.
Scouts are more vulnerable on the battlefield because they won't have any armour. For this reason, it's often a good idea to use rookies in this role. Rookies can expose themselves to dangerous situations, like running across the map to throw a grenade at an otherwise unreachable alien. For the hard-hearted, they can also be put in exposed positions to draw enemy fire away from veterans.
Because scouts are used in such a variety of roles and need a lightweight weapon, it's often good to equip them with the latest Assault Rifle, Plasma Rifle or Laser Rifle. These weapons will allow them to play offensive as well as defensive roles, and to engage with some efficacy at any range. But don't neglect to take grenades of all varieties. Scouts are most useful when they're enabling other soldiers to be effective, so throwing smoke, disabling an enemy with a flashbang or weakening enemies with incendiary grenades are all useful ways to spend those extra TUs.
A rookie scout will typically have 40+ TUs per turn. For this reason, a scout equipped with a Sniper Rifle will be able to execute two shots in a single turn. This can make for a very powerful sniper, and because snipers are often in the rear, the lack of armour is less of a concern for them.
Some players prefer to play with a dedicated medic. Equipping a medic lightly enough to gain the extra TUs will allow them to use the medikit twice in a turn. They'll also be able to rush to the injured from far away.