I've tried with HWP and without. I prefer without. Greater combined firepower from 4 troopers than one HWP, lower expense to replace - and I find they get killed just as often as "scout troops".
I actually now have a standard operating procedure to start any game:
Start building large radar, 2nd general stores, 2nd living quarters, and alien containment immediately.
Hire 7 soldiers and 15 scientists.
Equip avalanche launcher to interceptor #1 replacing cannon.
Purchase 2nd avalanche launcher.
Purchase additional troop weapons and ammo. I tend to go for just a couple heavy weapons troopers (str 35+) and the rest get rifles and grenades.
Purchase 8-10 stunrods and give them to all the troops with str to carry them even if they aren't going to use them for a while.
Purchase 20 electroflares - nobody steps off the skyranger without an electroflare. On night missions it is vital to LIGHT THE BATTLEFIELD and incendiary ammo alone is just not sufficient for that task.
Sell off weapons that will be unused and purchase as many avalanche missiles as your remaining base storage will allow (which won't be much).
- - - Start research on Laser Weapons
Review troops and mark for specialization and early dismissal. (I have found it best to keep simple. Str 35+ is "H", heavy weapons. Firing Acc 65+ is "S", sniper. Bravery under 30 is "X", undesirable.
Check skyranger and interceptor loadouts. When purchases arrive, check loadouts again.
H's get autocannon or rocket launcher as they're the only ones who can handle the weight (and ususally not even very good at that to start). It's actually important that the H's score kills! They need the promotion to squaddie and kills to get their strength up. I want them using rocket launchers and carrying 4 heavy rockets and a laser pistol for a sidearm. That means they generally got to get str up to 40+. If possible the heavies will rotate position in the ship and be given best available rifles for a few missions to score more kills.
S's otherwise get laser pistol first or the best available rifles first. If POSSIBLE snipers will be moved quickly to a position where they command a view of a large portion of battlefield. Very often that is not practical and in that case they don't do anything much different than the rest of the troops. Still, it's good to see at a glance from the name who has the higher base accuracy and keep them from being over-exposed to "discovery fire".
X's among the initial troops are kept only until the first wave of reinforcements arrives, otherwise you'd be way understaffed if you have to take a mission. They are then sacked outright and additional waves of troops are hired/fired until all troops have at least 30 bravery. I find that's a good break point. Troops are not so expensive and valuable as to just fire them for low bravery. They still panic a little too easily with 30 bravery but are not the SEVERE liability as troops with less than that. Panicking troops leads to a cascade of failure - one panics, gets killed, lowers morale so that more panic, get killed, and lower morale still further... Money is not so tight that you can't afford to do this.
Aliens have ALL their TU's available to take reaction fire on turn 1. You can either take that in stride or you can "game the system" just a little and burn turn #1. Personally, I shoot any aliens I see immediately, drop a smoke grenade at the foot of the ramp (sometimes do that first), but then end turn 1 without anyone stepping outside. There is a MUCH higher survival rate that way. There is little so depressing as having 4 or 5 troops die at the top of the ramp on a terror mission because there's aliens in full view to the sides of the ramp.
On recovery missions your ultimate aim is simply the loot. You just got to kill the surviving aliens to get their stuff. On terror missions your job is SURVIVAL. It is NOT to rescue civilians. That's just a side benefit. The danger of terror missions is twofold. A) you are frequently forced to handle them at night which is an order of magnitude more deadly. B) you have to deal with terror units. Terror units have a lot of TU's and take a lot of hits. You MUST advance cautiously to avoid "surprises". Most civilians are going to die in the first few turns in any case because they and the aliens will be spread all over the map and you CANNOT help them. All you can do is try to observe the alien turn, listen and watch and try to deduce where the aliens are as you sweep forward. If you know where they are but can't yet see them, don't be a hero. Don't go sniping for them. BLOW IT UP. You still get credit for kills with explosions as with a bullet.
The game itself grades your performance on missions. You can have every single civilian killed and still come out with "good" or even "excellent" after-action reports - if you keep YOUR team alive.
In 18 days your alien containment will be complete. At that point your mission efforts need to shift to taking key captives. Navigators are needed to get hyperwave decoder, psionic aliens for psilab construction, any alien for alien orgin, leaders for "Martial Solution", commanders for "Cydonia". Obviously having stun bombs is better for that, otherwise it's suicide rushes with stun rods.
You want to get multiple psilabs (multiple bases?) in operation as soon as is practical. You may be really fond of your increasingly promoted and experienced troops but the fact is that you have a final test for them. They might be Rambo incarnated on the battlefield but if they can't make or usefully resist psi attacks they're going to be almost useless to you. To get a proper selection of troops to send to Cydonia you're going to needt to test a LOT of troops. If you try to do that in lots of ONLY 10 at a time with just one psilab that will take a while.
There are more advantages than one to getting new bases started fairly early. First is radar and intercept coverage - being able to detect and shoot down UFO's all over the world increases your troops experience and cash flow from selling excess alien equipment and keeping your own troops supplied. Second is that since you don't want your bases undefended by troops anyway (in case its discovered and assaulted by the aliens) you can kill two birds with one stone - base a complement of troops there and have a psilab doing additonal screening. The sooner you know who your psionic-capable troops are the sooner you can concentrate on getting THEM all the additional combat experience prior to taking on Cydonia.
It is ultimately about ONLY those 26 guys you cram into an Avenger and send to Mars. It's THEY who need the training and experience to win.