If you find HE grenades boring, you could spice it up with high explosives and large rockets. The heavy railgun also does a ton of work against thick armor. Don't forget that flamethrowers are an option against 2x2 units, dealing an average of 28 damage on each of 8 shots if they all hit and assuming normal incendiary resistance - they are my go-to for rookies vs. cyberdisks.
Thanks for the reply. I meant the explosives when i said HE grenades, since you toss them like grenades, so I've tried that. It just seems extremely difficult. I'm playing on veteran and i went two turns with my whole squad of rail rifles, 2 heavy rails, and 2 heavy nuke lasers, and in two turns i couldn't down an obliterator that was outside my front door. And there were 4 of them in sight when i popped out of the truck. I just don't get how you're supposed to take these things down, them and the tanks and sectopods. My whole squad can't get them down in a single turn. Thanks for the tips, anything else you can think of i'll be glad to hear. I'll try the flamethrower thing when i restart.