I'm playing ironman classic, and it's intense.
Thin men are bastards. On my last VIP escort mission, I got the VIP out safely, but then I had 3 thinmen to clean up. I was hoping to capture one...
I get 2 guys into position to see what they're up to. My guys have full health with carapace armor (9 health each). They're behind high cover.
Their turn - 2x 9 damage crits. 2 dead troopers.
I was able to finish them off after that, but that was painful. If I had hunkered instead of taking the low% shots, I wouldn't have lost those guys. High cover != safe.
On my last mission, I lost a high ranking heavy because my sniper missed a 95% chance shot. If I had given my assault a laser pistol, he would have had the chance to finish it off. Instead, his normal pistol did 1 damage to the Chrysalid, leaving it with 1 health, and he munched on that heavy.
The RNG sometimes works in your favor though. On an abduction mission, I took out 3 thinmen in a row, two with 50% shotgun shots, then a third with a panicked 50% shotgun shot. Had I missed any of those shots, I would have lost 2 more guys, instead of jsut the one.
The point is not to always win every mission flawlessly. The point is that randomness will happen, and you will lose guys. All you can do is mitigate the damage as best you can.
I'm having fun, but like I said, it's intense. On my current playthrough, I am 1 day from the council report, just finished researching titan armor (which I cannot afford to produce), I just lost 3 of my best guys, and I have an abduction mission I have to do. This game is keeping the pressure on me...
This is what makes a challenging game. Ultra hard difficulty means nothing if I can just reload and try again. I have to live with my mistakes, and try to overcome them.