This guide is work in progress,
but as I read through a couple of other guides,
I felt some crucial information was missing,
so I didn't want to delay the publication!
With that out of the way, let's do it!

This guide is getting updated for Milestone 5,
as I'm playing it right now (C/I, first run still going strong ^^)

//

The first steps might the be among the most intimidating - where to build a base?
What buildings to get from the first money you get?
Can you completely fk up your run in the first few minutes?

To answer the last question first, yes you absolutely can fk up everything!
For example by building your base in a location where the radar wont cover a lot of landmass.
My standard building is in northern Africa, to cover Africa and Europe with the radar,
but Central America and South East Asia work as well.

Now, bases outside the sweet spot cost less, but does that offset the disadvantage you get from covering less landmass? It doesn't look like it, to me.

Now, what buildings to get first?
First, get a third hangar (to get a second interceptor in there),
a generator,
and a medical center. You absolutely need that improved healing and cheating death is also nice, as rare as it might happen..

The first mission is crucial, and when I am playing Ironman, I basically start a new game if the first one doesn't go as it should.

Basically, what you need to achieve here is
A - stun (not kill!) the enemy leader - which will give a boost in finding the cleaner base.
B - stun at least one Cleaner Agent - which will allow observation research of cleaners, giving bonus monthly income.
C - recover as many Cleaner bodies and weapons as possible - which can be sold after the mission.
D - try not to lose too many (or any) soldiers in dead or heavily wounded.

To achieve A,
you need more flashbangs than you would've brought otherwise, and more smoke grenades.
A simple trick is to load up one guy (who you will not need in your first round after deployment) with flashbangs and smokes, to the very brim of his backpack, ignoring that he will have zero AP.
In the first round, drop all the stuff on the ground and proceed as usual.

Before entering the final room (the one with the sand bags in front), go back to your entry point, get the flashbangs and the smokes, distribute as appropriate, and proceed with the breach.

The ideal breach looks like this:
Two shield guys in front, open the door, flashbang the general, flashbang and kill the agents, sidestep out of the doorway to not get hit during enemy round (before doors close automatically again).
Next round, open the door, flashbang the general, smoke the room, sidestep out of the way.
If neccessary, do it again, just keep the whole room smoked until he falls unconscious.

For B, just suppress one enemy close to one of your stunners, and stun him.

For C, don't use too many grenades / high-explosives, otherwise all those corpses and their equipment get lost.

For D, play slow and careful.
You don't have a time-limit.
You don't have to save civilians.
There are no enemy reinforcements coming.
Set a team around a door, let a shield bearer open it, let others shoot through if necessary, and close it again.
Rinse repeat until no more enemies appear.

After the first mission,
interrogate the general, research the waveforms, and go for .. afterwards.

Then, wait for the UFO.
Shoot it down, play the mission (do NOT just take the money, you need the alien materials and equipment to get your research going!).

I strongly advise against researching Combat Vehicles, because those are quite expensive for what they bring to the table, don't get experience / skill level-ups, and are still rather fragile.
Also, you don't have the time.
You always lack the money, so you need to finish as many "+monthly funding" research as possible until (the end of) day 30 (60, 90, 120, ...).

A new feature that came with Milestone 5 are the operation points, continent bonuses, doomday clock etc.

You can spend your points on 4 supporters per continent,
which give bonuses to research or manufacturing or op gain or money ...,
and if you get a whole continent, you get an extra bonus.

Some supporters are temporarily cheap (indicated by a green point),
others temporarily expensive (red point),
some are (constantly) stronger (star),
and some might be infiltrated by the enemy (whole icon turns red).

You get your first OP after the first mission (bonus for taking the general alive),
and your first 5 infiltrators soon after.

My advice would be to spend your OP on a cheap item first, and then taking out the infiltrators, when they are on cheap items.

Which ones are cheap and which ones are expensive changes at the end of every tenth day (so, after day 10, 20, 30, 40, ...), so waiting for a better price might be useful..

As for what the continent bonuses give -
North America: +10 soldier starting experience. Notice this does not mean +10 to stats or even +10 to stat exp, but basically makes you recruit captains instead of privates.
Europe gives +3 soldier training rate, which is a lot compared to training without it, but not a lot on the grand scheme of things (especially if you get the NAM bonus before).
LAM reduces scientist wages by 50%, which in a 2-lab / 12 scientist setup means -150.000 per month (less than a non-star funding supporter!)
SOV gives -25% monthly upkeep costs, which in my day 225 base would mean about -250.000 per month (exactly a non-star funding supporter)
ASI gives -50% engineer wages, equalling the same 150k as the scientists,
AFR gives +30% item sell price, which would give 150k per month if I sell items worth 500k per month, which I dont think I do.

My clear winner is North America.
I still lose soldiers in battles, and having to recruit replacements is far less taxing when every replacement is already a captain with decent stats...

My standard combat team setup (9 man) looks like this:
One or two shield bearers, two assaults, two snipers, two or three riflemen, and one heavy or grenadier.

Different mission types change my setup though:
For ambushing the Cleaner convoy for example I bring two heavies to kill/wound/suppress a bunch of enemies at once;
For extracting the VIP, always two shields to keep him alive easier.
For killing the enemy VIP, two grenadiers - as stunning and extracting him seems unfeasible in Commander Ironman, I put two snipers on containers, use the HEVY launchers to destroy the walls of the building where the VIP hides, and kill him with snipers.

Thats an easy one.
Sort by TU, and recruit the people with most TUs.
You can figure out their roles later, but TUs is something everyone needs.

Sort by TU.
The four first guys, as the most mobile, will become 2 Assault and 2 Shield.
The ones with higher health become assault,
The ones with lower health become shield.
Out of the rest, choose the strongest for heavy / grenadier,
and the least mobile for snipers (they dont need to move a lot anyway).

If you play with armor-destroyed-on-death, you will most probably be short on armor, always.
In this case, priority should be given to your most valuable highest ranking soldiers.
I always give the heavy version of every armor to all my soldiers, ignoring the penalty to accuracy and counteracting the higher weight by giving fewer grenades.
My ideal is giving heavy guardian to every soldier no matter the role, until you unlock Vanguard Armor, and everybody gets vanguard (because it gives high armor + gas immunity + 12 TU, and those TU alone are worth it on every single soldier).

The weapons are not just better and better, like in UFO 1 and 2, but the different tiers have different advantages.
So, accelerated weapons are in general stronger than the starter ballistic weaponry, with higher damage and higher armor penetration;
Lasers go back to ballistic levels of penetration (mostly 0), but destroy a lot of armor, plus they give bonus to ACC for people with low accuracy stats.
So while usually I just give the best weapons to the best people,
Lasers go to the soldiers with the lowest ACC stats.
Also, your lasers very effectively destroy environment and can later be upgraded to recharge.
This makes them useful even late game to have, to destroy woods, walls, stones, ...
This system kind of breaks with the last tech, fusion: those weapons are so good in damage and penetration that everything else becomes obsolete (except lasers for being rechargeable landscape remodelers).

Grenades are incredibly useful in this game.
If you've ever watched UFO 1 playthroughs, where the first grenades fly out the troop transport even before a single foot gets set outside, that's almost the level of throwing we want to achieve:
If any enemy looks even remotely towards you, flashbang him.
(For Mantids: Flashbang no matter where they look)
If they hide behind cover, and you dont have a spare Laser shot to safely shoot it, use a charge to destroy it and wound the enemy behind (unless it is wounded already and you fear to gibb him).
You left a guy exposed in the middle of a field? Smoke him!
At the end of my first round, when my people are grouped in and around the landing craft, smokes are useful.
Also when my people are grouped around the enemy craft.
Since its no longer possible to close the doors you've just opened, smoking has to do..

Modules are items of size 2x2 which give certain bonuses to the soliders carrying them, like higher accuracy, immunity to gas, hp regeneration, higher str, increased TUs etc.
I'd advise to give your shields and assaults the gas mask (until the highest armor tech give gas immunity), for they are most often the ones having to run through smoke,
Aiming module to riflemen, snipers (if nothing else seems useful), heavies (if they have enough ammo).
Mid-game and further, hp regeneration module is useful on all your soldiers, even the riflemen with their medikits.
The +str module is useful on everyone until they have enough strength for it to no longer be beneficial (around 95);
The +180 view cone module is very useful on assaults who then wont have to turn around while breaching a room, and can even react and shoot at enemies running around their backs!
+Bravery is probably the least noticeable module, but I still take it because I do believe it helps against mesmerizing and mind controlling psyons...

Stun batons go on my assaults (unless its a mission where I know I wont need them, like an escort - it seems impossible to stun someone and then carry their bodies to the helicopter).
Stunning aliens which you already have stunned and recovered is still useful, because living aliens sell for more money than corpses (once you sold a bunch of corpses and their price went down).


Personally, I've never used knives, neither the normal nor the upgraded versions.

As you might have noticed, the price for items you sell goes down every single time you sell one, and goes back up at the end of the month.

So to get the most out of your items, you should only sell one per month;
Of course this severely reduces how much cash you get per month, so while I generally sell as little as possible, I take the hit and sell more at a discount if I need money quickly (like for a base or a plane...)

If you don't sell everything instantly, you will rather sooner than later run out of storage space.
My advice is to build additional storage not in your main base, but in your second one: There you will have more space (without all the living quarters etc), can get the adjacent storage bonus, ... and then just transfer everything you don't need on your soldiers to that storage base, like corpses you no longer need, alien weapons, etc.

As for starting your research, I would advise to research the Cleaner Autopsy first, as it gives your engineers something to do, and Cleaner Agent observation afterwards, as it gives both +250k funding and 15% damage bonus against cleaners, who are your main enemies at the start of the game.
After that, Aerial Warfare is important to get the Air-to-air missiles before the first UFOs arrive.

Right about now, your first mission should occur, and if you don't blast all your alien enemies with high explosives, should recover lots of items, allowing new research.

Here you'll get introduced to a reoccurring dilemma: Research useful tech like weapons or armor, or plot tech which increases funding?

I'd research useful first, and funding-increasing topics right before payday.

At the end of the month it doesn't matter if you did
Xenobiology -> Magnetic Weapons
or
Magnetic Weapons -> Xenobiology,
but in the first case you would get the weapons 9 days later than in the second case.

Main question here is what you prefer to get first, better weapons or better armor.
I usually go for armor, because I don't like losing troops, while having to spend a shot more to get the kill is not a problem, usually.

If you somehow managed to capture a live cleaner soldier (the ones in the overall), you should probably research him first, then Xenobiology, and then weapons/armor (which will take you into your second month).

After researching AA weapons, you have to build them too;
And after your hangar got built, build a second interceptor ASAP. If necessary, sell some of the loot.

When playing on commander difficulty, auto-resolve is no longer an option, so ideally you should master it before starting that mode;
But even of easier difficulties, you can do better than autoresolve, usually, and here is how:

First, you need the right amount of aircraft - the more the better, and one is not good enough for anything beyond the first few sorties.
I usually only have two aircraft, and that's fine, even though three are better, obviously.
And you absolutely need the best explosives researched to get the most bang out of your missiles and torpedoes - this is among the highest research and production priority for me.

Now, what to equip?
For heavy UFOs, you need two torpedoes and a missile per interceptor,
for light UFOs (which can do evasive rolls), a gun and two missiles.
Before UFOs appear, you obviously don't know which ones will come, so - equip gun and missiles.
The reason is that changing to torpedoes and missiles is a much faster rearming process than the other way round.

What to do at the start of the fight?
Unless you're up against fighters or interceptors (who attack you first), you can decide on the formation (top left corner). Coming from the front is usually the worst possible way to fight. You might be good enough to win, but other formations are almost always better.
Also, click on your torpedoes or missiles to prevent your planes from shooting them too early.

I usually go one from left one from right side. This forces the UFO to turn towards one of the fighters. Once the UFO starts to turn, I slow the aircraft which the UFO starts turning towards down - if done correctly, the UFO turns towards the other.
Ideally, you can change which plane goes full throttle and which one brakes, turning the UFO left and right, letting your planes come close without the UFO actually turning its front to a plane.
Ideal never happens, but even a bit of turning can help.


As for your missiles and torpedoes, against light UFOs, only use missiles, and torpedoes if you don't have heavier targets, and from close range, and right after the UFO did its evasive roll.
Against heavy UFOs, shoot all our torpedoes and missiles instantly at the beginning of the fight. Torpedoes used to be slower, making it reasonable to wait with missiles, but nowadays, just shoot all and deal with the rest later.



One more thing - shortcuts are your friend here:
F1 is pause, F2 is time going slow. Never play faster.
1-3 is choosing your aircraft.
Q and E is evasive roll to left or right.

The Xenopaedia tells us that equipping Torpedoes makes evasive rolls impossible: This is a lie. Use it as usual.
Ideally, you roll right before the enemy missile or shot hits you - this way, there is a chance you evade a second shot as well!
A great thing about pause is you can give commands. So, before getting hit, pause, give commands, unpause.

If you cannot afford those advanced airplanes, don't worry, the very first interceptors are actually not completely useless for late game:
Just equip them with two torpedoes and one missile, and let them fly in packs of three -
As long as you researched the best available warheads, they should be able to shoot down even the heaviest of UFOS - if, that is, they catch up.


If you didnt bring enough missiles / torpedoes / planes to down a UFO, you can just shoot what you have and retreat. Get back to base, reload, and fight again.


As for the logistics, once I start researching the Phantom, I begin to build hangars; A fourth one in my main base (where the new aircraft are going to be built), a third one in my secondary and tertiary bases.
The plan is:
Main base has 1 transport, 2 Angels, (+1 hangar, with a phantom being built)
Secondary base: 2 Angels (+1 hangar)
Tertiary base: 2 Angels (+1 hangar)
-
Once the Phantom in Base 1 is done, an Angel goes to secondary, and another Phantom gets built in main.
Once second Phantom is done, an Angel goes to tertiary base.

Mid game, all Angels will get replaced by Phantoms, but thats a long process, with lots of stuff happening in between.
Until then, every base should have at least 2 Phantoms or 3 Angels.

Later, the Phantoms will get replaced by Geminis, mainly for their speed, and their ability to carry a bit more weaponry, or the same amount of weapons, but with armor.
But as 2*3 torpedoes instantly defeat harvesters (and cruisers, I guess?), even Angels suffice... unless, of course, the enemy comes with inteceptor escorts, because you probably wont have enough missiles on your Angels to kill the escorts after shooting your torpedoes...

You lose the game if two continents abandon your organisation, so staying in your base and covering two out of the six continents wont do;

So, when to build a second base? And where? And what to build?
When is a hard question. I advise against the beginning of the second month, even if you have the money - you need it for lots of other things...
Beginning of the third month, or even slightly before, seems more reasonable to me.

Where?
Again, somewhere around the equator, to cover both North and South America or East Asia and Australia, or Europe and Africa, depending on where you have not started.

What to build?
Next to the elevator, a hangar, a radar and a missile battery.
Final goal should be
2-3 hangars,
2 radars,
2 batteries.
You can try to go without missile batteries,
counting on your planes to intercept any enemy ship coming for "retaliation" (attacking your base), but I've lost far too many bases to aliens when my interceptors were on their way shooting down a different UFO,
or the interceptors just being too slow to intercept...
Also, keeping a squad in the base just for defense is far more expensive and too much hassle.

Build two batteries and upgrade them and you're good!

I guess everybody learns sooner or later the most important lessons in x-com-like games,
like "don't name your soldiers after you and your friends (unless you want to experience you and your friends die)",
or "don't walk around a corner with 3 TU left (unless you want your soldier to die)".

One insight I got only recently, however, was the following:
Terror missions are, in fact, terrifying.

Case in point:
Terror mission on day 110:
...
Terror missionon day 277:
...

While you can choose your own pace in clearing a crashed UFO or alien base,
on terror missions, the enemies sooner or later collapse on your position:

This means if you don't have enough fire power to quickly kill the enemies as they appear,
reliably and from a distance, and maybe even when some of your soldiers are incapacitated (mesmerized, panicked, ...),
the enemy will snowball and kill you.

The good news is that even a complete wipe does not mean "game over".
Your transport will not get lost, but will fly back to base,
and if you have NAM support unlocked,
the recruits on offer to replace your team are halfway decent.
Not good enough for the next terror mission of course, when even your A-team wasn't,
but good enough for clearing UFOs and thus training up again.

To be honest,
I am on day 500 or so by now,
I shoot down every UFO,
I clear the harvesters,
and I still ignore the terror missions, taking the hit in panic (and reducing it via Operation Points).