I have other tactic, in openxcom stun rod reaction fires too, when attacking bigger ship with 1 tile wide doors (supply ship, abductor, harvester and large scout) place 2 soldiers with stun rods on sides of each door, when any alien try to exit (they commonly do it from turn 6 in my experience) they will be stunned (probaly, sometimes they shoot first).
Its super effective against floaters and snakeman, if you drop all your explosives and weapons on ground you can try this on sectoids too.
this tactic is more risky with muttons because they have more hp so they need more stun damage but there is not too much reasons to stun them anyway
and ethereals are pain to fight but if you have to caputre them for any other reasons than selling live aliens or completing all ufopedia entries and maybe getting alien weapons (if you turn on destroying of alien artifacts on user death) you probaly did something wrong