Tossing out smoke grenades right at the start off the skyranger helps not getting your troops get shot, but it can also cause the fun but dangerous situations of aliens walking right by your troops and then murdering them when you think the area is clear.
HWP's can take a beating as well, they can shrug off plasma pistol fire like it doesn't even hit them, and they can take a few heavy plasma shots as well.
Lasers are great for clearing cover off a map but heavy lasers are pretty useless (apart from original unpatched version where they had 140% accuracy for aimed shot iirc)
If you want to play XCOM with less bugs I would advise looking at
OpenXCOM. You need original game files so Steam Version or CD if you have it, fixes lots of bugs and adds some nice new features and is easier to modify, still a WIP with some issues itself but compared to the original it has far fewer bugs.