Well, what things are there that one needs urgently and which cannot be bought ?
-assault rifle and machine gun EP ammunition: too expensive in comparison to ammunition for laser weapons; even needler ammunition is cheaper than machine gun EP ammunition and that's a similar weapon (and it comes for free from aliens)
-sniper rifle EP ammunition: useful for sharpshooters struggling from weigh, but coilgun clip and even electromagnetic rifle magazines are to be preferred whenever possible (both cheaper and more precise)
-PB grenades for the grenade launcher: useful, aside from that the grenade launcher may not be necessary in many missions
-electromagnetic rifle antimatter magazine: not really needed, its almost never a problem to fire twice - I always have at least 2 sharpshooters in the team for throughwall shots, and if it's not throughwall you should have an assault trooper around
-gas grenades: no idea, I never got to use these yet; do they create a field that stays similar to incendiary grenades ? If not, not worth it probably.
-aerial laser cannon and base-defense laser turret: only needed in small numbers and aren't used up
-hybrid missile: there are enough antimatter missiles from disassembling UFOs
-alien aircraft plating, alien polymer armor: needed, though you should maybe first research the ladder and only produce that
-Herakles and Raptor dropships: needed
-Dragon interceptor: not worth it yet, research Starchaser
-Starchaser and Stingray: needed
Everything else can either be bought or comes from battles or disassembling UFOs in sufficient numbers.
I like to produce a little field equipment at the point it cannot yet be bought or not in sufficient numbers, for instance, laser rifle, armors, coilgun. But not worth doing in large numbers, in the case of weapons only if the corresponding ammunition can be bought already.
