+1 for adding notes on leather whips. They're an excellent way to train throwing (and reactions, IIRC) early on. You can easily stun most unarmored enemies with 1-3 whips, you can use it at a distance of 2 tiles, and its pretty accurate. Also, since its technically a ranged weapon, you can whip downed enemies on the ground for extra skill gains, and to make sure they get to the ~ghostyface~ state of which they won't normally recover and will end up dying after a good amount of turns pass.
One extra tip: try to get data on the nations of the world (some are necessary for some important research, like rogue fields, death realms, fuso), capture and research enemies like tough girls, savvy girls, guild reps and drifters, as they tend to give data on nations. Government docs are also pretty good for this. You can also pay for expeditions as a sure-fire way of getting that kind of research, with the added benefits of getting expedition caches.
Extra tip +1 of flaming doom: flamethrowers are fun. Fire damage negates reactions, lights up maps and damages morale like crazy, causes a good deal of stun and will set people on fire, dealing health and stun damage over time unless your target happens to be highly resistant to it, that is. Just don't do it to anyone you really want to capture, since I don't think there's a way to actualy put out the fire other than waiting it out. Unfortunely it falls off in usefulness against most late game stuff since pretty much everyone who is seriously armored is also highly resistant (or immune) to fire, and since most flamethrowers fire in an arc, it won't work well during base raids.
Extra extra +2 tip of watery wetness: don't ignore underwater missions once you start getting them, even if you have to go skinny dipping. Get yourself some gals (gals have pretty big lungs under those boobs) 2 or 3 oxygen tanks from the market (just have one gal carry one tank and service the others), some crossbows and bolts and some melee weapons, then go murder all the fish/underwater zombies. The reason for this is that you can potentially find yourself a crashed USO from t'leth (an alien sub) and get yourself LOADS of aqua plastics, an otherwise rare and expensive resource that is used in lots of useful midgame stuff.
Fish are pathetic and are unlikely to even damage naked gals, and zombies are sitting ducks against anything that can move on the Z axis, just go to them, stab a few times then go up one Z level and they can't touch you. Worst case scenario you'll run into sharkmen, troglodytes and evil psychic jellyfish, so if you see any of those, just run away, since its not worth the effort unless you're properly equipped, specially if you see the jellyfish, seriously, just run.
Super extra phallic tip of shootyness: don't ditch your starting assault cannon. Its actualy a powerful and versatile weapon that can load different kinds of ammo, allowing it to be useful against almost anything. Give it to a gal with lots of shooting skill and she can murder most enemies from afar. It stays relevant well into the game even after you get grenade launchers and auto cannons due to the ammo variety and ease of production.