Destroy all the scenery with the unlimited ammo laser rifle, instead of just walking around unseen corners into hidden aliens. Laser rifles are very good in most situations and come early in the research tree. A couple lasers will even come in handy after you already got heavy plasmas.
Open UFO doors with the soldier with the highest reaction score, so you get a chance to shoot before the alien behind the door.
That is until you can simply blow holes in the side with a blaster launcher and destroy interior walls with heavy plasmas.
Let susceptible soldiers who are attacked by alien psionics, drop all their weapons on the ground, so they become harmless if mind controlled. Aliens tend to go for the same few soldiers each time. Cattle prods are still okay for them though, as aliens cannot use them. Cattle prods are underrated but are still useful.
The psi-attacks will train up the targeted soldiers' bravery scores quickly as they panic for the rest of the mission. Stalling the mission can be very worthwhile. Just make sure you don't kill the last alien before they snap out of mind control, or you'll lose these hardened soldiers.