[The Fifth Horseman]

Bring in some Auto Cannons and Heavy Cannons.

My general strategy is based on three four-man squads dividing into two pairs each. One man in each pair carries a rifle (or, later, an equivalent), the other carries the heavy weapon.
The thirteenth and fourteenth soldiers usually carry Heavy Plasmas.

DONT RUSH.
In Terror missions it may be important to get the aliens fast to protect the civilians, but you always need to make sure that your men are ready to take on the aliens, and that your pointmen are well-covered by accurate shooters.

Sometimes it might be worth considering to take some HE ammo (altough not into terror missions, obviously).