Trying to beat it or playing it for the very first time?
Trying to beat Xcom for the very first time. It did not start well with 5 of my starting 8 soldiers dying on the very first mission before they even spotted the alien that was shooting them. It didn't help that only one of the other three soldiers was able to actually kill an alien with the standard rifle. Everyone else seemed to have their shots plink off the Sectoids massive heads. That was followed up with a base defence at the start of february. Not nearly as bad as it could have been. I lost 5 of 12 soldiers on that one, but one died to a fatal wound I didn't realize he had (I swear he was never hit though!) and another died on the last turn to a cyber disk that was hiding above the entrance to my hanger.
Other than those I've been pretty lucky. I didn't run into my first Chrysalid until after I had flying suits and all three alien bases I've blown up have been floater bases so no mind control and no Chrysalids in tight corridors. The US and Canada both signed pacts with the aliens. This is all revenge for locating my second base in Cuba isn't it...
A few tactical hints: Autofire is your friend when using automatic guns. So is using the button that reserves enough action points for an interrupt (overwatch) if your marines spot an alien. The ufopedia gives a few hints for some of the aliens as to what their weaknesses and strengths are (cyberdisks and those big twolegged ones). Proximity grenades are a great invention when you need to cover your back. There is nothing embarrassing in using smoke screens if caught out in the open