You could do that, or you could capture as many medics as possible and 'fluke' it to get Etherials. That is going to be a LOT easier at the start of the game (Floaters and Sectoids are the only aliens with medics and they are really weak).

which ones are the medics

whats the easy way to capture the aliens cause i just looked at my research
and in a period of a year i only captured sectoids alive

Easiest way: Hope they live through your laser/plasma/grenade and come back unconscious (I said easiest; not quickest)

Medium way: Research stun launchers and stun bombs, have fun.

Hardest way: Go crazy with stun rods.

Heh, I must be the only one that has never used the stun lunchers. Always stun rods (or the lucky shot or smoke).

About that "easiest way": I'd say this would only happen to 1 alien out of more than 100 (using laser rifles). In other words, simply not a good method.

Stun rods don't have to be that hard in some situations: if you're walking inside a ufo, make sure the aliens have used up all their time units already (for example when they've already reaction-fired). Then walk up to them and stun them. Early in the game you'll be mostly up against small or medium ufos anyway, so the fight inside won't happen over such a big range after all. Works fine when you spot an alien just behind the corner: (attempt to show what I mean: A is the alien, * the spot where you should move your soldier to. | and - are walls)
Turn towards him, then stun him. With some luck if he fires at you, he'll keep hitting the ufo wall.

A
-----|*
......|
......|

Stun bombs have a tendency to be just not enough to stun an alien at once. Since stun bombs are pretty rare unless you spend elerium to build them, you'll usually use an aimed shot. Very annoying if that single shot wasn't enough.
Sometimes I'd rather gang up on an alien and use stun rods. Even late in the game, when I don't feel like MC-ing all aliens, most of my soldiers will have a stun rod in their back pack. Even if I've got loads of stun bombs. I only equip a few soldiers with stun launchers, the rest with laser rifle or heavy plasma, + stun rod in back pack.

Hmm, what are those weird little pink/purple alien blobs? I've only seen them in a couple of missions and all they did is run around a bit before being killed.

There are two types; the rather harmless ones are silacoids. They are almost invulnerable to incendiary ammo. As far as I remember it's this type that leaves a trail on the floor when hovering around at your base. Don't know about alien bases though.

Similar in appearance but far more dangerous are celatids who also accompany mutons, just like silacoids. But celatids fire corrosive acid, that's fired like any alien weapon (I mean, it's a ranged attack, etc.). In any case it deals quite a bit of damage.

I knew I was forgetting to mention something; I've seen both the floaty ones and the crawly ones. I don't remember either of them leaving a trail in my base, but as I said, they didn't live long. ^_^

I enjoyed a lot of Xcom and recently got back into it. The fastest way to get the aliens I think is to tech with 100 scientists. Research time is no more than 3-4 days average and don't bother researching the low stuff. I go directly to plasma rifles and flying suits.

What I like most about the game is the base management/construction. I liked selling all the useless weapons (plasma rifles, grenades, corpses) for money as it was another way to get around the debt I was piling up from all those scientists. And also having engineers build things from the raw materials taken from missions to be sold for profit.