For live captures, you never need more than one of any specific alien type and your holding facility can hold as many as you want. The only real reason to make more than one capture is if you are after their weapons to avoid the need to spend resources building your own.
It can be usefull too, if you're out of ammo (or simply don't want to spend the ammo), while near the enemy (if wounded only). But it becomes unessary with better pistols.
For grey markets, remember that you'll get a lots of items that have no use, except selling. Sell only what you need, not more.
Also, you can autopsy a creature you've previously captured (i.e. you met a monster for the first time, and there's only one, capture it, interrogate it, then autopsy).
The skeleton suit is a better tier armor to get than carapace one, with higher defense, and doesn't cost much more, while being very nearly (in terms of research).
My research pattern is generally the following : arc thrower, then go to skeleton suit, and rush light plasma rifle.
The light plasma rifle can take quite a bit of time to research (up to 20),
and doesn't need laser, but it's a very good weapon, with decent damage, and an aim bonus. If you manage to get it at the second month, it's a huge boost, knowing that you'll probably never have to craft it, because you'll find plenty.