A good base layout (use common sense!) is the key to success. Have a double corridor in the entrance hall, only allow special access on these doors and don't hesitate to lock them down completely.
When an enemy raiding party is knocking on your door, lock it down, go status red to hand out a gun to everyone .. and when you're ready, you open the door. A beautiful firefight erupts.
Always make your rooms larger than you intend. You are going to expand, and nothing sucks more than realizing your room is actually too small, and you've built other things around it.. you're then forced to search a different part in the mountain for space.
A "fake" entrance helps keeping curious agents busy. Just build an entrance on the other side of the mountain, restrict access, and connect it to a few corridors with all kinds of silly traps. Make sure they don't get out alive. And if you really care, build a freezer room next to it to stack those bodies up.. but seeing as no one will ever leave, it's not necessary.
It's not a frustrating game at all, and it's quite easy when you know a few "tricks"... if it wasn't for that horrible domination screen, I'd play it again.