You might have a juicy HE grenade Target hiding behind a wall. You have the perfect throw, but think before you throw. You might remove his cover, but you might also add line of sight to the three other aliens that was on the other side of the wall, now you have to contend with more enemies and you might be caught in a very bad position. As such, generally throw the Grenade as the first thing, not the last.
Supression, Flashbangs, Overwatch and You
Overwatch shots will not crit unless the soldier/alien has the opportunist perk. Suppression, flashbangs, and taking damage will cancel overwatch. The suppressor taking any damage and flashbangs will cancel Suppression.
Cover, cover, cover!
Always keep your units in high cover, for that 40 defense. If in low cover, hunker. Hunkering in low cover is BETTER than standing in high cover.
Alien line of sight can sometimes be determined: moving into a flanked position will show the shield as red. Moving away from the alien, the point where the shields switch from red to normal marks the limit of the aliens sight.
Use side of map
Don't make your soldier go to center of map for flank or you will get addtional enemies from every direction. use side of map if you want a great flank. the probability of meeting new enemies is almost 1/2 ~ 1/3 if you use edge of map rather than center of map.