In general, your aims should include
- Interceptors and air-to-air weapons. And you need stuff better than MiGs and Stingrays soon enough.
- Fast and/or spacious transports to handle large amounts of enemies and to get to landed UFOs and critical missions across the globe.
- Killing off the cults if you don't want to deal with their manor bullshit. Although leaving them alive nets you some interesting missions and loot.
- Better research labs.
- Weapons of Mass Destruction. HE packs, mortars and shrapnel rockets are some fan favourites.
- Better weapons and armour in general. At least looted lasers, alloy vests and suits, miniguns to strip armour, gas grenades to kill Lobstermen, incendiaries to panic enemies, etc.
Miniguns are really good at their intended range and/or against enemies with way too much armour. Not so good at long ranges or very close quarters where the TU costs are a bit steep. You can even kill several enemies with one volley.
Heavy Tactical Suits, Tritanium Suits and later on M.A.G.M.A. Power Armour are things that will change the tactical game against many non-aliens.
Alloy scarcity is a real concern, and some of the ammo costs are a bit silly. E.g. Spypistol alloy rounds take (relatively) so much it's pretty much a luxury. Loot Hybrid bases, MiB ships and all UFOs you can get your grubby mitts on.
Due to how the game's damage model works, alloy ammo is a nice boost against moderately armoured enemies, but not a giant improvement against naked critters. Also, note that alloy armour generally has better resistances against alien or other advanced weapons, while conventional armour is better against regular firearms. The increased raw armour values help, but not vastly so. A Heavy Tactical Suit or something with a shield is still a better choice against cultists than plain alloy vests.
I think the mod enforces statistical bullet saving? That's far better than clips being 'eaten' after you fire even a single shot.
Get Ospreys ASAP. Promo III gets you the Kitsune and the Sky... tranports, but that's a bit further off.
I've never used flame gloves myself, but from what I've seen, they're nice for short-range anti-armour work. Kinda suck in open maps, though. I use tasers or mod-modded dart pistols as QD weapons myself.
AIs have a lot of perks, particularly their anti-camo (and specifically anti-ninja) vision. Actual tank chassises are also pretty much indestructible against most human enemies. Outrider looks kinda useless, but I haven't really given it a proper try. And even then, having something take a turn's worth of fire is nothing to scoff at. Especially since AIs can be resurrected unless they get totally destroyed by plasma fire or something similarly powerful.
Black Lotus HQ is relatively okay as far as ninjas go, since they don't have a lot of space to hide. You can use motion scanners or dogs to spot them, or coat all empty corridors in fire and spot them that way.
Note that taking on the HQ and killing off the cult are not the same thing. You can get Promo III and still leave all four of the cults alive.