Pretty cool run, I like your style. I have a few tips for you though:
4.) I have been taking advantage of smoke in my games, but I haven't been using smoke grenades or weapons. I find that HE weapons are a great way to spread smoke without compromising your damage.
3.) You can aim better with explosives if you shoot at the ground sometimes. This is especially good for aiming at a target that's standing in an open area. Just shoot the ground near them and a miss is more likely to be a hit.
2.) Minor nitpick but it's been bugging me that you often throw smoke grenades at the edge of your existing smoke cloud. You can get more smoke spread if you throw them a few squares past the edge. Also, as far as I am aware there is no benefit to layering extra smoke, so it bugs me when you throw smoke grenades down in heavily-smoked areas.
1.) My most important pointer for you: Aliens can see perfectly in the dark. I am pretty sure they do not see any further in smoke than you do. The reason they can see you through the smoke on Mars surface is because it is partially darkened. If you threw electro-flares out past the edge of your smoke cloud, you should see the sectoids at the same time as they see you, triggering mutual surprise and protecting your tanks.
I am interested in seeing you play
my mod. In it the game is pretty similar to vanilla in many ways, but a lot of things are added to fill holes. Interceptions are more difficult but there's more types of aircraft, there's more weapons and also reasons to use snap shots (re-balanced accuracy values), more smoke options and tank options, and the aliens' psionics are less cheaty. Overall the game is extended a lot so you'll probably not be able to finish it nearly as fast, but your vanilla experience should be enough that you can jump in and start winning without much of a learning curve.