Unlike the anonymous X-COM squaddies, whom you grow attached to because you've had them for a long time and their stats are good, you'll actually develop a fondness for your mercenaries because of who they are as well as what they can do. You may even find yourself firing one of them just because you find them more trouble than they're worth. Madlab deserves all the praise they can get for the incredible attention to detail when it came to characterization and character interaction. The combat engine is almost entirely mouse-driven, and while it lacks a certain amount of intuitiveness at first, the learning curve is not steep. Once you've got it mastered, you'll find that it offers tremendous flexibility and allows the game to move forward quickly.
Squad tactics are essential.
Seek cover behind trees and buildings. Don't let your mercenaries wander around alone. You should always stop moving before you use up all your action points because if an enemy moves into view during their turn and if your mercenary has some action points left over, has enough agility, and has enough experience to react to the situation, you may be able to get a shot off before the enemy spots you. The enemy AI is average. If you take care in advancing through a sector, you should have no trouble eliminating the enemy.