Tazers - real-world they're electric. Game-wise it would make sense too given:
a) the current animation is electric (same as thundermage and the electric wand).
b) it would give an alternative way to stun things rather than relying on kinetic.
Use spells. If you dont have spells, dont try to beat Archmage.
It's a balance problem because the Archmage can appear before you have battlemages (or even the hint of them!). I've captured just about everything I've seen except the blessed-footmen group things because they only appeared on one mission (about a game-month ago) on a large UFO and I was massively outclassed, them being almost impervious to x-rifles after all, and all the stunning weapons.
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Balance: Yeah, that's a tricky one. Designing difficulty is a completely different skillset from putting together all of the parts. You're clearly great at putting it all together, but (and I mean no offence), balance isn't your strongest area. ;-) (for my part: I absolutely cannot do art!).
And that's before we get to the difficultly of designing difficulty modes. Heh.
The good news is that it's a thing that can be learnt much more easily than art/programming and there's a ton of blog posts and youtube vids out there on balance and difficulty.
My suggestions:
Geoscape: Think up how many events there should be a month on the geoscape and how many of them the player should feel they need to do. I'd say 3-5 missions per month.
Then balance the appearance of different things so that the geoscape events ramp up to ... say ~10 things a month (middle difficulty), though again with the aim the player isn't doing all of them as missions. Maybe create a spreadsheet to help keep the number-of-events at whatever the target is by including the research/month filters and percentage chances (who doesn't love a good spreadsheet ;-) ).
Tactical: Not sure sure how to fix this one, but having to shoot out ~80 points of shield on a legion footman with an x-rifle is tedious (manipuls even more so!). And when there are ~10 of them on a ship and they're the primary antagonists for a sizeable number of months... :-o
Probably smaller squads to allow lower health on the enemies. Skymarshal is a massive 18 after all (do love the doors!) and I've had that forever. The downside to a larger squad is that you end up with more grind: Either more enemies or stronger enemies. At least with more enemies there are more dopamine hits as you take them all down. :-)
Think about the original XCOM: bullets kill Sectoids in 2-3 hits fairly reliably. Same with gillmen and harpoons, Plasma weapons kill Mutons in 2-3 etc. One or two more hits for the terrorists generally (cyberdiscs and bullets = :-( ). I'd suggest that's a good balancing target. I think it's similar with the newer (firaxis) xcom's.
My 2p. :-)