Main thing is Mrvex's second point - spread out. Keeping your men close together is just asking for pain - grenades & stun bombs early, blaster bombs later.
Use cover and smoke to keep the aliens from seeing you as much as possible - if your main shooters are more than 20 tiles back, they're safe, bring a scout out of cover to get vision, shoot, then get your scout safe again. Don't move into unexplored space with your last TU is kind of a given as well.
If you develop your tactics always assuming the enemy can do the worst thing possible to you, then you'll be prepared.
Just count on every enemy having a grenade, every large UFO or base having someone with a blaster launcher, and you'll be good - a wary commander is the best commander.
EDIT - sorry, just noticed I was replying in the XCOM Files mod folder (sorry, was looking at all new messages since last visit) so my advice is not quite as accurate. Still, be wary, be safe!