A few more suggestions from me...

[Sarin]

If you send an interceptor on UFO and the UFO flies out of radar range, the interceptor automatically turns back to base. I'd like a possibility to proceed to predicted intercept point instead, UFOs rarely change course so it's quite likely to catch it. Also, possibility of escort missions, in case the dropship goes into a "hot zone".

In tactical, clicking an alien could highlight soldiers that have line of sight to the alien. I could use that sometimes, especially on start of some missions when I am surrounded.

[DiDiT]

1. uhh... not sure about that. I wouldn't mind a last known location kinda thing, but normally your radar range is bigger than your fuel range and when you dispatch interceptors, they tend to turn tail and try to out run you, so their destination isn't set in stone.

2. an escort option would be nice, as i have had my drop-ship shot down once. then again, you could easier just tell your interceptors to head to the terror/crash site and make sure the way is clear.

3. totally agree on that, this would make a LOT of sense. it would also make sniping easier too, rather than doing the line of sight thing on each of your troops one by one.

[Sarin]

Both 1 and 2 can be done manually, and I have used those with success. But it's kinda tedious, I'd prefer it to be simpler.

[Sgt. Hatter]

Also, possibility of escort missions, in case the dropship goes into a "hot zone".

In tactical, clicking an alien could highlight soldiers that have line of sight to the alien. I could use that sometimes, especially on start of some missions when I am surrounded.

I wouldn't mind seeing these options myself, particularly the latter.  I tend to get into fights at ranges bordering upon ridonkulous, and it would nice to be able to toggle indicators lines between soldiers and the aliens they can see, and vice versa.  It'd make lining up shots so much easier and would drastically improve the player's quality of life.

I mentioned "toggle" specifically there because it would be annoying if those indicator lines were always present.  It'd be better to be able to toggle them on and off when you need them.