Just a word of advice on stunning stuff; if you're cursing the RNG and losing guys there's better ways of doing it. Ideally you should be spending two turns devoted to the stun, one for set up and one for the stun. First off, your target should be the last 'activated' alien in the group. Once he's alone, on the set up turn you move your stunner in within a single 'move' to the target, Hunker him, pop smoke on him, Suppress or Disarm the target, whatever it takes to lower the chance of the stunner getting slagged. Everyone else is either trying to whittle the target down to 3 or less bars, with pistols if need be. Sometimes you'll crit and kill the target, oh well, they'll send another soon enough. Second turn, you run the stunner in first and try the stun. If it fails, you slag the target with everyone else. When you run the stunner in, don't forget to try to place him near some cover in case he activates a new group of aliens, or the alien still had a buddy you forgot about offscreen.
Obviously not everything is going to give you two turns of perfect setup to pull this off, but the basic idea can be adapted to any situation. Particularly the 2nd turn, where you always try the stun first, and simply slag the target afterwards if you fail the RNG. If the stunner does not have teammates with high % shots to back him up, don't do it. Unless you are liberally using saves, a 90% success chance is still a 10% chance to fail. It's going to happen!
Edit: another tip; grenades are nice for whittling health down in a predictable manner. They don't crit, and they remove cover. I don't use them in the first turn however, because when you remove cover the alien will spend his turn moving to new cover, triggering Suppression shots, etc and probably ending up out of stun range. Use it right before the stun on the stun turn. This gives the alien no cover for the kill shots if the stun fails, but it may mean your stunner ends turn standing in the open.