@Haspen:
One dye grenade fix coming up. Unless you're a masochist, you shouldn't feel bad at all for using that with TFTD.
Part one is here, for anyone interested in giving me tips.
I'll write these as I watch through the video. I apologize in advance if some of this stuff sounds too power gamey. Also these are just my experiences playing on Veteran difficulty with my own preferences and occasional house rules and whatnot.
Your starting location isn't bad per se, but optimally you want to protect either North America or Europe, as they give the most funding. Still, South America and East Asia contain a decent number of funding nations and are certainly good places for your 3rd and 4th bases. The heavy weapons you sold are a matter of taste, I find them quite useful and try to keep a single rocket launcher and auto- or heavy cannon in the team. Their explosive firepower can save lives if you find bunched up aliens or want lots of cover quickly demolished. Smoke grenades are extremely useful and unless you like sacrificing your rookies, you really want to bring them along to conceal your troops.
I personally prefer to rush to laser rifles as soon as possible, and most people I know consider motion detectors to be a waste of research hours but you can still win even if you don't munchkin your research early on. You want to have your engineers build stuff as soon as your able, even if it's just laser pistols. LP's are actually pretty good since they do more damage than assault rifles and have a rapid rate of fire that's useful for close quarters combat. For the first few months they're probably the best UFO assault weapons you can equip your guys with. Even if you don't plan on using them at all, manufacture them for sale.
Here's a quote of mine on how I recommend you handle exiting the skyranger:
Turn 1, prime and throw one or two smoke grenades near the skyranger exit. End turn. Turn two, charge out. Don't leave the ship before turn 2 because the aliens have full TU's on turn 1 and can thus reaction fire you to hell and back.
You got lucky on your first UFO recovery, but there could have just as well been an alien ready to reaction fire your first man out. Crouching makes your shots more accurate, when you saw your first sectoid you could have crouched and tried shooting at it. You didn't need it this time but the accuracy bonus is really worth it in most situations since crouching only costs 4 TUs. This is of course less necessary if you have many soldiers ready to shoot the bugger in case your first guy misses.
I would have cleared the UFO with more than two guys, it's very easy to lose guys inside them and I know I hate diverting a bunch of guys from far reaches of the map because my understaffed UFO breaching team got face full of plasma. You might already know it, but shooting two-handed weapons, such as a rifle, while holding something else, such as a grenade, causes a rather significant accuracy penalty. Dropping an item only costs 2 TUs if I remember correctly, and unless it's 0 turn primed grenade, it's usually worth it to drop it. One last thing about that particular map, it was fairly open except for that UFO in the middle. If you had cleared the nearest tall building with a team of +2 operatives early on, you could have stationed them on the roof, kneeling and waiting with full TUs for your groundbound scouts to spot aliens. It's always better to shoot an alien with a soldier who isn't seen by the alien, as that avoids the risk of reaction fire. If these rooftop snipers happen to be sporting rocket launchers or HE heavy-/autocannons, all the better.
That's my thoughts on your first video. Hope there's something that's of use to you.