Unless long war changes it, the exalt laser weapons are barely worth anything in the grey market.
Edit: You don't want to accuse the wrong country. Bad shit happens if you do. Besides, exalt is good training for your less experienced troops, and free laser weapons if you don't have many yet and haven't moved on to plasma.
Normal on vanilla Xcom (without the expansion, and without save-scumming (much)) felt hard at first, because I took a lot of losses, but it turned out that I could just hire replacement soldiers, keep improving my technology, and keep pushing on until I won, because the aliens had no way to actually defeat me, other than killing all my guys in the final mission and hoping I would quit instead of reload. I lost 50 soldiers, yet won before the global average time.
My second game, with Enemy Within (still normal difficulty) feels considerably easier (I've had few deaths, most of my troops are gene-modded colonels, and I have 6 psionics), although I'm sure some of due to knowing what I'm doing, but the 4 guaranteed psionics, gene mods, and EXALT made things a lot easier. Sectoid commanders aren't a threat, I mind-control mechtoids and berserkers, and the only ethereal I've run into so far, I mind-controlled (he promptly got killed by one of his guards).
I'm wondering if the higher difficulty settings are more of a challenge, or if I should just try Long War (or if it would be a mistake to go straight from Normal to Long War because of how easy/forgiving Normal is)?