You can also use instant grenades and/or grenade launchers and assault into the smoke on turn 1. It's what I do.
As far as TU and first-turn action go, the submod and Milkors/instant grenades should cover a).
As to b), theoretically, what X-Com is doing is some sort of 'air assault', with suppressive fire, rapelling, smoke projection, surprise landings in the rear, etc. Doesn't really translate too well into the mostly 2D, relatively abstracted gameplay.
Infiltration missions are a sort of substitute for "we'll carefully approach".
The TU issue and landing location have been discussed before, and Solarius seems to think the current state is the best compromise given his own preferences and what's technically feasible without n-th degree mapscripting.