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[Eagle of Fire]

Most weapons, no. Especialy when the personnal shield kick in. But stun related weapons, as long as the Alien shield is not in the way, are always as effective even in the late game. The only difference is that you don't need live specimens for research in the late game, so I usually just stun them for their shield or obliterate them. Not to say that there is a finite amount of product the humans can produce, so you probably will be in short supply of the stun grenade by the mid game anyways... So don't neglect research.