Soldiers, as all other ranks, give you general race information and give you the technology to get tier 2 craft weaponry. Navigators give you mission information and allow you to start researching the Hyperwave decoder. Engineers give you ship information, allow you to get tier 2 infantry weaponry and armor and, apparently, sometimes, information about mechanical enemies and other technologies. Leaders in general will research any random alien technology or object (even the ones you might be researching), with sectoid/ethereals giving you Psi Lab and Mind Shield.
Is all of that correct? To get above tier 2 (gauss and basic laser), I need to keep interrogaing leaders until randomly one of them give me either rail/nuclear or unlock alien plasma?
I also noticed you can "dissect" cyberdisks for Alien Electronics, but you can't research them. The only way to do so is by leader interrogation, and it is kinda of an important technology, as it gives you tier 3 armor and maybe more stuff.
Edit: I didn't thought this thread was meant for FMP questions as well. Thought it was strictly for development. I will remember to use it next time.