[The Fifth Horseman]

But what I don't do is sacrafice my own soldiers - each soldier killed will decrease morale.

Who says anything about sacrificing them? Yes, you may have to risk them. Yes, every now and then your pointman goes behind a corner only to fave a Chryssalid. The risk is unavoidable.
But it's preferable to risk a single soldier than your entire team.

Could you tell me what to buy/build at the very begining? Couse I'm always short on cash. (50 researchers, general store, living space (or sth like that), laboratory, large radar) and of course avalanche launcher/missiles + equipment (and soldiers). It all is very expensive if you want to buy everything.

You don't need to have 50 scientists at the beginning of the game.
You don't need any engineers at the beginning either.
Wait with more expensive purchases till you get some UFO salvage - there will be a large surplus of alien weapons for you to sell (of course, never sell the clips).

And onother question - what level in UFO is the "beginer" level in TFTD?

The one on the top of the list. Unfortunately, TFTD is much harder than regular UFO (woe if you don't capture a live Deep One...)

My own default team consist of 10 soldiers and 1 tank. The tank is basicaly the fodder. I use it mainly to scout, and it will seldomly fire at Aliens to kill them (I let my soldiers do that: I want them to improve their stats, what the tanks can't do). They are well armored (and the first basic AP tank is your most armored unit until you field power suits), thus able to get a few hits before going Kaput, and serve their first function very well: die and take shots instead of my real strenght, the squaddies themselves.

Personally, if I take tanks (on the beginning, I usually do) it's the type armed with Rocket Launcher. Their accuracy sucks, but rockets are very handy at blowing away alien snipers.

I always designate 4 squaddies as "UFO Busters". Those squaddies have the best TU and Reaction combo of all my soldiers (accuracy is not that important in closed spaces) and their main purpose is to get inside the ufo and clean it out. They do help en route, but the other 6 squaddies are there to mop the rest of the map.

Personally, I do it a bit differently. That is, I secure entry points for the UFO and clear the rest of the map. Then all soldiers (switching to AP ammo to not destroy any artifacts) move into positions to flank anything that comes out the door. Kneel + reserve for aimed shot.
The aliens will keep coming for a while, so I just wait till there's about 10 turns without any alien sticking out their head. Motion Scanners are very handy in determining where the remaining few aliens (there usually are some) are holed up inside the craft. THEN I storm the craft itself.
Might not be the quickest way to do it, but it's mostly safe.