1) Interceptors.
2) Nanocomposite armor.
3) Particle beam pistol/rifle if available.
4) Plasma blade maybe, or maybe aliens.
Reasons for that are as follows:
Aimed for complete radar coverage of land, and shooting UFO-s into the sea, therefore I went for advanced interceptors (which, ironically, I have yet to build and me not playing right now and probably for quite a while).
I did remember coilguns being good, but this time I was disappointed in both coilguns and needlers and switched back to sniper rifles.
Even no matter what the skills of the soldier, in the latest game I ended up equipping everyone, without exceptions, with sniper rifles and frag grenades and found this most practical although bit boring maybe.
Also, the shorter range of plasma grenades made them useless in my opinion, would rather suggest them to explode at impact for diversity, then maybe they could be more useful in some situations (and also, I have doubts about the ability of aliens to predict grenade bouncing).
I did use a plasma blade a few times in a tight situation, though.
I am not saying PB grenade launcher is bad, rather my preference was flexibility.
In alien base as I saw it, grenade launcher would have rocked.
Nanocomposite makes battles a lot easier, and particle beam pistols are good (the only particle beam weapon I saw), and I remember particle beam rifles being good from some game long ago, I would have researched them if I had seen more particle beam weapons.
So, those would be what I would research after the interceptors.