Ah yea, my Samantha is a beast of a sniper, but I never had any reason to try an arm or legshot, now that I know that stuns, that just makes her even more godlike.
Sniper rifle with a advanced gyrostabaliser, computerized scope, and an advanced accelerator, long range ammo, and her battlesuit has a power shield and an accuracy enhancer. She can headshot a reticulan from the other side of the damn map every time, and the only beastman she can't one hit KO with a high chance to hit is a matriarch, but at least she can reliably hit the damn things outside of shotgun range.
And yea, I mostly play defensive against beastmen. Those cannons can do a ton of damage to somebody with weak armor, and can often knock the target over too, letting the beastman finish them off. Once you start getting some heavier armor though they become much less of a problem. And then power shields make them almost trivial. Heavy armor is almost unharmed by projectiles and then power shields halve damage from whatever is left over. And just spreading out a bit and having a keen eye can signicantly reduce grenade damage. If you see a grenade flying through the air just move the target out of the way. A standing soldier set to run with some good speed can often get out of the way completely, and a ducking soldier can often get far enough to reduce the damage.
Reticulans I try to rush at, keep the group more or less together, but mostly standing so they can avoid any rockets. Walking doesn't contribute to my stealth since they can see me with psi well before I get near enough to shoot. The unarmored ones have 0% resistance to projectiles, so a couple soldiers with some kind of automatic projectile weapon can go to town on them. the shielded ones are a bit tougher, but you are going to encounter things with MUCH higher resistances than that later. You are going to start begging for enemies with only a powershield protecting them.