Don't try to tackle the biggest Alien ships until you are ready. And this usually mean when you have your own Xcom made crafts with Alien plasma tech to back you up. And don't forget the shields.
Until then, buying a lot of Hover Bikes to keep that big floater busy (and of course flying at highest altitude to get the shots from the Alien ships to the sky instead of the ground) might help you somewhat.
I just hope they don't want to level your base(s) right on because if it's the case and you can't defend yourself, you're pretty screwed. No base mean gameover.
P.S.: Don't use ground vehicles unless you really want to waste your money. I tryied them once and I don't see how they could even hit a barn in a corridor lost in the middle of nowhere while they are running straight at it.