The intelligence statistic is 0 for all humans, aww! For aliens it ranges from 2 to 8 and is unaffected by difficulty settings. Intelligence is a number that correponds to the number of turns the alien will remember the location of your troops. Like it's been mentioned, aliens can be affected by something after several turns thus extending how long they remember the location of your troops from how long you might expect. Alien ranks plays a big role in-between the different species for their intellect.
The only alien combos that have the minimum 2 intellect:
Snakeman Soldier
Muton Soldier
Reaper
The only aliens that have the maximum 8 intellect:
(3 of 4 below are the only aliens to have 0 aggression too!)
Floater Leader
Floater Commander
Sectoid Commander
Ethereal Commander (has aggression of 1)
Special mention for only the terror aliens along with their intellect:
Reaper 2
Silacoid 3
Zombie 3
Chryssalid 4
Celatid 4
Sectopod 4
Cyberdisc 5
Some unique alien statistics that they get:
"Intelligence of the alien ranked from 2-8. This number correponds to the number of turns the alien will remember the location of your troops."
"Energy Recharge. This number represents how fast a unit will recover Energy lost due to movement." The human mechanic to this a soldiers starting TUs to determine Energy Recovery & can never change for that soldier. 50TU=16, 51-53=17, 54-56=18, 57-59=19, 60=20
"VPS, The number of Victory Points X-COM will get for killing that alien."
"Aggression is a number between 0 and 2. The larger the value, the more aggressive the alien will be. High ranking aliens usually prefer to stay concealed, rather than get involved in a raging fire-fight."