Alright, I've just had my most successful Exodus game ever.
The general plan was to wander until the second civilian distress call, at which point I would turtle in a corner until the enemy warped in and then proceed to mop up everything. I got really lucky and ran into a pair of mutons with heavy plasmas, and I found a nice house. The entire team holed up in the second floor, and like clockwork the enemy reinforcements warped in.
After a snakeman and a muton attacked via the stairs, I started cautiously moving out with four plasma weapons at my disposal. My jet trooper flew around a corner and right into the sights of an ethereal with a blaster; he was killed instantly, along with the ethereal who shot it. One of my soldiers was clipped by the explosion, but other than that the team scraped themselves back together.
The next half hour was one of complete rape. Sweeping through the alleyways I destroyed everything I came across; the only real scare for a while was when I got in a shooting match with a pair of mutons across the street. Nobody died, but when I moved across the street a shredder jumped me from the shadows. The bugger tore up my forward scout (the only one with a plasma rifle instead of a heavy plasma, incidentally) but didn't kill her. The resulting wounds put her at real risk in any more fighting, though, so I sat her down in a second-story corner and swept through the last of the city. The final fight took place in a pretty large building, and it was an intense shootout between a cyberdisk, an ethereal, and two of my troopers. One caught plasma to the face, staying up only because his power armor took most of the damage; while the two up front hid behind the rapidly dwindling masonry, my other two troopers shot their way through the back. One got sidetracked by a shredder hiding in a closet, but the other got in the perfect supporting fire position, mowing down the ethereal. A good shot from my rookie in the front took the cyberdisk out, but power armor was inside the radius of the explosion and died of critical wounds a turn later. After killing the last aliens hiding in the very far corner, I took my four survivors and left with more than fifty alien kills and 3k points.
That marks the end of me playing the default scenarios, I think; that was the best game by far I've had, in every way, and at this point I've soundly kicked the ass of everything but the original mission. Let's get the Cataclysm extension done and then start looking into conversions.