It depends on how they are promoted (it's really on experience of shooting, throwing etc. but kills help) and also what aliens it is.
For example, kill two sectoids and you get to be a sergeant. Kill a Sectopod and you'll probably get a Captain. On the other hand you have to pay your better soldiers more money.
What you really want is a Lightning with a Plasma Cannon full of Commandos really. When soldiers get to Commando status they are like walking tanks, even more so if you give the Flying Suits.
Never underestimate 8 Commandos in Flying Suits with Heavy Plasma rifles (they do better with them rather than Laser Rifles) and HE Packs.
Proximity Grenades are always handy, but with reactions as high as these guys they should be fine without. A med-kit for them all is nice though. In fact, that's pretty much essential.
Sharp, yes Motion Scanners work anywhere, but only for 8 squares. They're still very nice to have around on Terror sites though, as you can tell if you're about to be attacked by Crysallids and hence can set up the mother of all ambushes by blowing out whole buildings and laying an enormous Proximity Grenade minefield.
Also helps when you have people with 130ish% shooting accuracy and high reactions, all with Heavy Plasma
