The only time I really notice the UI errors is in maps with lots of elevation problems. The ship which I assume to be the alien carrier that you encounter around what I think is the middle of the game is the worst when it comes to this. It's just a nightmare to click anywhere in that ship.
The "shoot through walls" big may also just be a common visual big that I encounter a lot.
Also, I've actually downloaded a mod which enables the Second Wave options. I choose Marathon (Longer game), Not created Equally (Rookies have random stats), High Stakes (Random Rewards), and Absolutely Critical (Flanking shots always 100% Crit) on Classic. So far, it seems that aliens don't realize that the last module is on, as they always run into situations in which said Flanking shots can happen. Not that I'm complaining, of course.