I always used to start out the same way - max out the engines in your hovercar and shuttle, dump the smaller things cos they're pants and find some better equipment for your agents (pistols? pah!) based on their attributes (f'rinstance, only give heavy weapons to the cyborgs - they can carry them and don't get brainsuckered either). then i usually go raid the Cult of Sirius' temples a few times to get money and experience while i wait for some aliens to show up. oh, and switch your scientists and engineers for the ones in the pool in order to maximise the total skill available. then get researching whatever you can, starting straightaway with Alien Containment. once you've got that, get a ground-based troop carrier with plenty of space for agents and aliens (and equipment) and put some more useful things on your flying ship (which you should put some better weaponry on straight off.)
oh, and don't use the snipy laser rifle things in turn-based mode unless you have a high accuracy - just use the machine gun. the rifles are better once you get better accuracy and in realtime (i always found, at least.)
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