I have come to realize three very important things so far: One, MECs are almost too good in Long War. I am currently running Dayo "Blackout" Nuissant, a Brizilian MEC Jaeger trooper that can shoot twice in one turn and put down Muton Elites or Mechtoids before they can even act. Roughly a third of my forces, rounded up, are always made up of MEC Troopers armed with Railguns and diverse support weaponry (you would not BELIEVE how useful and powerful the Proximity Mine Launcher is).
Second, Chem Grenades are INSANELY good. They drive the inherent damage reduction of Sectopods down by a considerable margin, and also drop their aim low enough to make them miss quite often; they are the entire reason I was able to beat my first two Sectopods so easily, because I was able to tag them both with the acid cloud in the first round of combat. That particle cannon of theirs is just a big flashlight once you slap enough anti-aim effects on them. I almost never bring Flashbang grenades anymore, except to stack them on top of the Chem Grenades; having an aim penalty of -80, range of grenades sliced in half, and movement range almost nullified will make any blob of Muton Elites scream in frustration.
Third, I'M FINALLY IN THE END GAME. Three alien bases down, one in progress, and Plasma Weapons already researched, with Adv. PlasWep not far behind. I even have enough Meld now to consider putting up a Genetics Lab on the side, though I'm going to wait until I get Tier 2 MEC suits first. My first
Firestorm (the ultimate Interceptor) is already being built, which will
finally give me the edge I need against the Aliens' rapidly-upgrading ships, especially those Abductor-class UFOs that I can never take down since my airforce has to be spread all over hell. And with the Hyperwave Relay drawing close to completion, I might get to see my first Ethereals soon. W00t!
(Tip for fellow XCOM'ers -- if you're not sure whether the Proximity Mine Launcher is worth it to bring into battle just based on its armory stats, bring it anyway. It has nearly double the damage of the Grenade Launcher, whilst having about the same range as an Engineer/Grenadier lobbing a frag at a pack of Chryssalids. The base level of the Prox. launcher gives you 3 shots, whereas the grenades only give 2. Of course, these are only effective if some enemy moves over them, so lob them at exposed enemies (who will run for cover) or groups containing Chryssalids or Berserkers, who are virtually guaranteed to move first next turn; the aliens seem to prioritize their melee troops. Also, remember that the MEC can enter the 'One For All' defensive stance and still use the launcher without breaking it, since it is not an arm-based weapon. I'm unsure whether or not the launcher gets bonuses from HEAT Warheads, but it definitely gets them from Mayhem (generally available to Archer-class MECs). With the amount of explosive damage this baby can dish out, it's like having a 3-shot rocket launcher on your side.)