Sectopods - if they're in the open: for shields: explosives , and then usually MAG rockets, portable lascannon or (if I reached that far) Xplasma destroyer (or plasma scorcher). In closed spaces - slashing/plasma melee all the way (+Ghost Dagger is extremely deadly once you break through shields) or plasma blunderbuss for shields and then melee. Forget any kinetic (piercing) weapons due to blue shield resistance. Same goes for using concussive melee (hammer and great club) against shields.
Magic Cards are also highly effective against Sectopods, at least when used by someone with sky-high Thrown. 100% damage to shields, 100% damage to the Sectopod. Of course you'll want well over 100 Thrown to beat their armor, but that's doable for someone who is all-in on it and wearing an armor with a hefty Thrown bonus.
Even if you can't beat their armor with cards, they're very good at popping their shields. If the armor is a problem you can go with Card -> Ghost Dagger, I guess.
(Also, it's probably not intended, but once you have a base set up for study rooms, you can sell your old earth lab to buy 10 studies for more brainer space heh. Though you'll miss out on some lab/computer tech until you build one, which I don't think is critical, though
Actually you give up data mining, probably not so smart)
That's a completely terrible idea. In addition to the Old Earth Lab itself (12 Brainers) you'd be immediately giving up your Personal Labs (4 Brainers) plus three Data Centres (4 Brainers each, so another 12 Brainers)... so you're giving up 28 Brainers at the cost 5 buildings in order to have 20 Brainers at the cost of 10 buildings. How is that even remotely a benefit?
On top of this, many research items and jobs require a computer, and it will be a
long time until you can get one, yes. And even when you do, your research will still be crippled in the long term - you will never be able to get back the 12 brainers for one structure advantage, so eventually you will fill all 8 hideouts and be left with strictly worse research or significantly less space forever.
Worst of all, though, the Lab functionality is extremely hard to replace. You won't be able to take apart computers or build Fairy Dragons (which are very powerful) until / unless you get the labs from various questlines, which often don't complete until near the end of the game, and even then there's a hard limit on the number you can get.
Sacrificing all of that for an early-game cash infusion that won't even significantly increase your research in the short term and will almost immediately cripple it is just really, really bad.