BATTLESCAPE
Drop Shadows for Hovering Units: This may be a bit on the conditional side, as it calls for the mission environment to be well-lit and/or daytime, but can make it much easier to keep track of your units, in the later stages of the game. Simply put, if a unit is airborne, then on the ground directly beneath them, there will be a small shadow. This can help you to gauge where exactly they are, without having to constantly scroll up and down, and memorize exactly where their position vertically traced to. It can also be used for locating hovering enemies, like floaters, cyberdiscs, and tentaculats.
Melee Miss Indication Effect: This is fairly straightforward. There is no feedback that can distinguish landing a melee hit, and missing one--except for when the unit goes down. A separate sound effect and/or visual indicator will make things much clearer.
Mid-Mission Kill Count: Admittedly, this is more for training rookies, but it can help to remind the player which of their units got a kill on the mission and which didn't--without leaving the mission.
Mind Control/M.C. Control Glow: Putting a little colored outline around units that have been put controlled by the other side. Easier to avoid shooting the one you don't want to.
GEOSCAPE
Mark Sellable Items when you have Researched Them: This is to help with making room, and selling off materials that you know you don't need--without having to check back at ufopedia if you've finished researching them or not. It can be clunky, and impossible in some cases, otherwise.
Pre-Intercept Craft Quick Check: Allow us to quickly review a few more details about crafts we send against detected UFOs/USOs, before doing so. At least display what kind of craft, and what the weapons are. This mainly when we have multiple bases, with a lot of crafts, and tend to rename them. Essentially, statstrings, for crafts.
OTHER
Show when Soldiers have reached Stat Caps: When we check a soldier's stats, show what stats have reached the limit, and won't increase any further. Thus we don't have to redundantly train them.