I suggest running x-com with openxcom installed.It improves the UI and fixes any bugs no matter what version you are playing.
some tips
Become an arms dealer! selling weapons is a great way to in income. Start when you can produce laser rifles.
At the beginning of the game sack any soldiers with low stats and replace them.
Rename your soldiers and include info about their strengths for an easy reminder. Example ..Bob Smith sniper. Mary Jane grenadier. Nick Jones scout.
If a building or wall is in your way just blow it up! Walking around every obstacle will get you killed and make the battles take forever.
If your having trouble finding that last alien or two on the map keep hitting end turn. Eventually they will get impatient and come after you. Set up an ambush!
Watch the geoscape closely. If you keep track of where alien supply ships are landing there is probably an alien base there. Instead of attacking right away focus on shooting down the ufos in transit for a good source of supplies.