Tricks, Tips and Hints

Battlescape Tactics

Reaction fire formula
Reaction fire triggers
Scouting - The few. The brave. The twitchy.
Artillery/ Firing Blindly
Field Manual: HWP
Field Manual: Terrain
Morale - Don't Panic. Assign a Rear Commander.
Saving - Cheat or Necessity?
Reaction Training
Experience Training
Laser Pistol Gifts - The Best way to train reaction stat.
Time Management - Time, time is on your side, yes it is...
Grenade Relay - Hot potato fun
Destroying Terrain
When bringing any alien down, listen for its death scream. If no sound, the Chryssalid may only be unconscious. Follow up with a grenade.

Research Tips
Warlord's Foolproof Plan - Full of flaws and possibly more mistakes than correct content, this is included here for nostalgia, remembering the days back when we were newbies who had no idea what to do in the game. Rendered absolutely obsolete and is in fact a liability to use as a guide, with the advent of UFOpedia's highly advanced info.
Starting Your Shadowy Paramilitary Organization - A Beginner's Guide
The way of the Privateer - If you think mass-producing Laser Cannon is cheesy

Managing the Item Limit - To make a lean mean fighting machine and eliminate redundancies at the same time.
Spring Cleaning Tips - Learning to cope and deal with the pressure of cleaning out the thousands of ammo clips littering the HWP closets and hallways, and deciding on what to keep.

On higher difficulty levels, you'll want to make your base defensible early in the game. See Overhauling The Starter Base.
Your first base will need Stores, Alien Containment, and Living Quarters very quickly. It is strongly recommended you start building these three immediately after beginning the game.
You will also want an additional Laboratory as lots of scientists working is key to advancing quickly. 100 scientists will allow you to research all the most important technologies by June or so; 150 will shorten this to about May.