I said it before, (as long as you're not on Impossible) the best way to deal with high-priority threats is to rush them down before they can act. Most pods spawn in such a way as to allow you to hit both the alium/shock lancer/whatever and at least one weak other thing with a grenade. If you get gas grenades that becomes markedly easier (and also helps tie up loose ends if you don't have enough shots).
Grenades are your friend even more so than in EU Long War, especially since they don't destroy loot. If two enemies are within range, you should probably lob a grenade at them. Once you've taken out the trash, follow up with the appropriate counterpoint to Shock Lancers:
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Also guess at how much RULES OF NATURE got into my Codex mission.
Had a fun organic-story moment, actually. My suspiciously Boss-like Ranger had split off to
save civilians hunt down a Shock Lancer hiding in a garage playing with corpses. After she nailed him, a Faceless pulled a Kool-Aid Man through a wall and knocked out the pillar she was standing beside. She booked it up a ladder and out onto a balcony, where she encountered the rest of the squad running from [early-game happy fun time spoilers]. I like to imagine that they had one of those mutual >look~< moments before the three gunned down the Faceless and the Ranger jumped down to say hi to the [still a spoiler].
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List of WHY:
1. Enemies still get free movement turns when you see them.
2. Obnoxious timers have been shoved onto 80-90% of the missions.
3. Graphics look identical to the old game yet it runs far worse.
4. Stealth, which could be great, is super simplistic. And I find that it often ends up going poorly for me because of issue 1. Hard to do a good ambush when the enemies can just run away and flank you the moment you appear.
It's already been said somewhat, but I'll cover it myself.
1, 2: Because difficulty. If you got to shoot at every enemy while they were out of cover and had no time limit on any of the missions, even a chimp could beat it. EU's pinnacle of tactical acumen was creeping through maps by inches making sure that every single thing was executed perfectly. Long War doubled down on the same thing. I really like that Firaxis put a stop to it; things flow a lot more organically now, even if it's tougher.
4: The basic "start of mission" stealth? Yeah. Enemies running away? Should have been more careful and not yellow-moved into fog of war unless you were prepared (yeah, I know this sorta contradicts what I just said--it's a balancing act, a matter of calculating risk--I lost one mission because I was too careful and physically couldn't reach the objective in time, but I've gotten troops hurt rushing too much). It's pretty easy to set up an ambush. I can only think of maybe two missions where I didn't wipe the first pod I found in the surprise round. One was really spectacular: hacked a MEC, then sniped out a propane tank to kill two grunts and heavily wound a snektit that responded to it.
That said, you can have a lot more stealth fun with the Scout track for Rangers.
3: Blatantly false, at least if you're running it on a decent rig. I've got everything set to max (except the AA, natch) and it looks a damned sight better than EU did. Some things are kinda wonky, but unless you're playing with everything turned way down it isn't anywhere near the blurry-potato-textures of EU when zoomed in.