I haven't found a niche for incendiary weapons myself. They don't reliably panic higher tier enemies. I lost one of my best soldiers after hitting a Sorcerer of Dagon with an incendiary grenade at his feet, and having the Sorcerer casually walking up while on fire and blasting him. Against lower tier enemies, a normal grenade would just as likely kill them. Against Zombies, it's kind of the same deal -- I don't think it prevents them from coming up to you and attacking. I don't think enemies route around them either, though it does keep them from ending their turn in the fire.
Flashbangs are alright -- but I've found that their use-case is kind of narrow. They're most useful for nerfing an enemy's action on their turn. However, in most situations, you're so outnumbered that trading one of your guys' actions for one of theirs isn't helpful. If I'm going for a capture it can be helpful, but it's often just as good to spam the KO grenades (if they're susceptible). If reaction fire the current turn is a concern, I've found that using dogs to sap their TUs or just having dogs stand next to them to trigger CQC is far more reliable. Flashbangs can be a super life saver to prevent melee enemies from closing in though.
Smoke Grenades are useful in a lot of situations -- I always toss one down the ramp of the landing craft and end the turn. However, make sure you note which enemies have Thermal Vision or PSI vision, which counters the smoke. The way vision works with the sniper system also limits the effectiveness of smoke quite often too. The small choke damage is also nice in keeping a stunned enemy stunned. It's pretty rare to see an enemy go into overstun from smoke.
KO grenades are super useful, though they have a tiny (3x3 area?) area. I'm also watching Yeti's X-Com Files YT videos from an earlier version, in which the grenades take like 1 hour to craft, and he's just spamming them out every turn. It's too bad they take so long to craft now. Most enemies are really vulnerable to it (even the MIB soldiers, who look like they have gas masks, take 400% damage).
I need to make use of proximity grenades more. I typically use them to mine the door of a UFO (from 1 square away), but they're also useful for tossing down corridors and cutting off areas so that your team can make sweeps of areas without having to worry about their backs. If you need to access that area later, you can always destroy the proximity grenade with a normal one.
I'll need to try out the tritanium grenades. They sound really nice.
