in the beginning i tried long range, but the acucracy was not high enough.
then i take the weapons i have to use, or i set the situation up to medium range.
for the start i used assault rifles and mg for medium/close combat and i really love plasmagrenades ^^ for infight.
then
-> plasma rifles,
-> needler
-> part. cannon
-> heavy needler
-> emp with antimatter
infight with needler is very easy, scout out for aliens get them into smoke, block the ways you dont want to let them come with firegrens and u dont have any losses.
i found out, that the alien shoot on the soldiers with low hitpoints. fresh recruits got not so much, so it must be true, that they hit the soldiers first.
in the end when u got superhuman skills u can take the heavy needlers and emp-antimattersniper for nearly all aliens one shot kill even on maximum range.
the later the game, the longer the distance will be