Well, I went and bought X-COM: UFO Defense. I have to say, even in the early game, it doesn't fuck around. I learned that the hard way very quickly. I had a couple of lucky battles. Took down a few UFOs with only a couple of casualties each and even had a very successful terror mission. Managed a very respectable score due to saving a tonne of civilians and only losing a few people, so naturally I was overconfident. That's when I learned that keeping your soldiers bunched together is a bad idea. I lose three guys instantly to a grenade, including my most experienced guy, and would've lost two more and very likely the whole mission if it weren't for the fact that I was very liberal with issuing medi-kits.
Even with laser rifles for everyone and a laser tank trundling about, a squishy little Sectoid all on his own is still not to be trifled with.
