A few things I've always really wanted, but are kinda pipe dreams.
#1 Arbalest: A big heavy version of the crossbow that deals awesome damage, but, takes like 90% TU to reload the damn thing. Clip size 1. It's heavy. Available early in the game.
The UFOpedia mentioned outdated weapons that are overengineered being useful, well, this would be the poster child. Tactically you could carry one into battle, fire it once, then whip out a sidearm. Or, if given the opportunity duck for cover and spend a round reloading it.
#2 brass knuckles: I dunno why but I always wish that some of the gangsters randomly had this crappy melee option. Just seems like something these punks would use. Maybe it can train bravery if you want it to have some use.
#3 Silver Bullets. Probably beyond the scope of what you're doing to add a damage type, but imagine if all the artificial creatures, from werewolves to chupacabra had a weakness to silver. When hunting creature sightings you keep a couple revolvers loaded with silvered rounds just in case.
#4 neuralyzer spray. For the men in black. It's like pepper spray but a bit more effective, when researched the page would say it's a chemical cocktail that make's it's target forget the last few hours, and probably disorients the hell out of them.
Anyway, keep it up, next time I play a round of the xcom files I'll definitely be using your work