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[Eagle of Fire]

I always equip 4 stun rods to my squad of 12 squaddies (I always attack with 12 squaddies) just in case get the opportunity to stun an alien once in a while. The 4 squaddies equiped with the stun rods are usually the "crack team" who enter and storm the ship first. This way I always have a nice chance to get a live Alien on every mission, and live Aliens are worth more in points if I remember well.

Once you have stun bombs then I advise you to use them since they are extremely effective on physically weak Aliens and they can be lauched safely from a distance.

Smoke can stun Aliens as well as your squaddies, and here's why: neither does your squaddies or the Aliens have breathing equipment, so if you enter a smoke heavy square the unit will be forced to breath the smoke. Just like smoke can disable someone in a building fire and render him/her uncouncious, a white line will begin to appear and grow higher and higher on the HP bar of the unit each turn. If the white bar manage for a reason or another to go beyong the current HP of the unit then he/she/it will become disabled (or stunned) until the white bar get lower than the HP again.

This is why sometimes you can see your squaddies get stunned by a very weak hit and stand up again one or two turns later if the white bar is near the max HP of the squaddies.

Stunning Aliens works exactly the same with stun rods and stun bombs. When hit, the weapon will bring the white bar up by a certain amount and the unit will be stunned when the white bar go higher than the current HP of said unit. This is also why wounded units are way easier to stun this way.