A few more notes: After round 20, aliens will automatically rush to find you, (possibly barring a few circumstances). You can use this to your advantage on crashed UFO missions: clear the exterior, set up a firing line, and wait for round 20 when all the xenos start meandering outside to be cut down by reaction fire.
But yes, regardless of mission type you should always keep a solid skirmish line to prevent stragglers from sneaking past. Center on your transport and expand the ends of the line to the nearest map edges, then sweep the length of the map carefully.
Even when I'm at the point where I could equip everyone with heavy plas, I usually only take 2-3, alongside a single BL if I will need to breach a UFO hull/a stun launcher if I need to capture something specific. I keep at least 1 AC with me to the endgame; full-auto HE is IMO the most efficient way to clear cover and concealment away, and is also pretty decent support fire. Everything else is laser rifles, except for a few heavy las when I expect to encounter Sectopods and can't yet mind-control part of them. I always carry AC-I on night missions and terror missions. For the former, it's as easy as flares for providing lighting, at least in areas with lots of flammable stuff. When I'm on a Chrissie terror mission, normal MO is to clear the immediate area, make a killzone with HE and lasers, then spray down everything outside it with AC-I. Better you kill the civvies than that they do.
Another thing to keep in mind is the laser pistol + stunrod combo, especially for rookies and psybait.
On the note of psybait: Figure out a very weak link, psychically speaking, and then keep them alive and on your A-team. If you've got one known weak point, you can "arm" them with a stun rod, smoke grenades, and flares. This lets them be useful without being dangerous. More importantly, if you give the AI an easy target to panic and MC, they usually won't bother your psy-strong troopers very much. Psybait also makes for useful rear commanders; rank provides morale bonuses to allied troopers, and corresponding morale hits on their death. If you get a psybait to colonel, you can have them hide in the transport attracting mind-control attempts and providing a morale boost. Keeping them in the transport also prevents them from being used as a recon tool by the xenos.
On that note: You cannot see (at least in the original, in my experience) aliens through the Skyranger windows, only terrain. Still useful, though.