Wait, what now? I'm pretty sure that that laser sights and scopes increase the accuracy of your primary weapon only. Are you meaning to tell me that high tech sights wont help my rocket accuracy, but the simple act of carrying a laser rifle with me WILL help it?
Yup.
Untrue.
Long War uses a revamped system for rocket accuracy. Aim is used when firing rockets to determine the chance of them landing on target, rather than the fixed 90% chance in vanilla. Rather than the vanilla behavior of a missed rocket veering wildly off course, Long War rockets never "miss" but will veer off course a random amount based on the soldier's Aim, with higher Aim giving less scatter. Lower range means less scatter, and the soldier achieving 120 Aim yields no scatter at any range. Rockets can also be fired after moving, but with increased scatter and reduced range. Rockets can not change height through scatter.
Anything that improves a rocketeer's Aim will improve their accuracy with rockets,
including SCOPEs and laser sights. Incidentally, it's better to equip your rocketeers with carbines; the Laser Carbine gives +15 Aim (note that the SCOPE only gives +10), and all others give +7, while other laser weapons also give +7. Carbines are also better in terms of Mobility, which rocketeers are hungry for.
This is also why it's usually best to train new recruits with laser weapons, even at the point where you're using gauss and plasma, because the big aim bonus helps them land shots, which helps them kill, which helps them rank up. There are also lots of other small bonuses that you have to pay attention to notice; for example, the Gauss Long Rifle has a -15 Aim penalty and a higher Mobility penalty than other sniper rifles, but gives the sniper the HEAT perk.
Likewise, the Laser Cannons for your interceptors are one of the best air weapons due to their range; you'll eventually get Foundry projects to, among other things, improve the penetration of all interceptor weapons, and a lot of the "stronger" ones are also much less accurate, which precludes (ab)using Defensive to keep them alive. Likewise, they're also good for training new interceptors up.
Also in relation to interceptors and satellites, don't play like it's vanilla. Fast-expanding is a bad idea, especially because you lose points on council reports for spotting but not intercepting UFOs. Don't expand to another continent until you have six interceptors on your home one. If you spot a UFO, dispatch an interceptor even if you can't kill it, and in that case immediately abort. An aborted interception is better than not doing it at all.
For your Infantry, give them High-cap Mags until they get the perk that does the same thing. Shoot for Ammo Conservation ASAP. It's expensive in LW ($600, 20 Muton corpses, 100 fragments, and 65 alloys), but damn if it isn't great. Likewise, Alien Metallurgy and Improved Salvage are important to get early on.
Later on, turn small UFO breaches into farming sessions to take captives. You can't produce your own plasma weapons, so you need to grab them. Likewise, later in the game you'll get excellent offers from nations for live captives. Check the UFOpedia table for what corpses are used for, and once you've got them researched, keep them on hand to sell. Don't actually Grey-Market anything unless you're going to spend the funds instantly, to avoid the risk of EXALT ganking you.
There's lots of stuff, really, but the underlying theme is staying power. Plan for the long game. Money is easy to get, satellites aren't terribly important. Focus on teching up as hard as you can, and on building a roster which is broad over one which is deep (aka, lots of soldiers of equivalent level, rather than an A-team that's 4-5 ranks ahead of everyone else). I mean, heck, I'm in mid-October and I still haven't researched the Outsider shard. I'm also somewhat behind because I tried to build up NA and Europe at the same time, and the result was a solid two weeks where I had nine interceptors in repair and two up at any given time.