Take Snap Shot
This will NOT work if your sniper is the only soldier with actions left
Move your sniper, then pistol overwatch. When the camera changes to another soldier, click on your sniper again. Then, manually reselect the sniper rifle by clicking on it or pressing the hotkey (X by default). This causes the soldier to take out their sniper rifle, but they remain on overwatch.

For this trick you will need EW and a colonel with 6hp (A sniper on impossible or anyone with Not Created Equally). First, build a MEC-1 Warden (either subsystem) , and ideally complete SHIV Repair in the foundry. Next, augment your colonel, making sure to pick Damage Control, Repair Servos and Absorbtion Fields . The result is a MEC that can never take more than 4 damage per hit, which is decreased to 2 for the next few turns. Combined with Repair Servos, this MEC is able to 1v1 a Sectopod (provided it uses a Particle Cannon). When your MEC is badly damaged, one Savior + Improved Medikit use will heal it back up to full hp. When fighting Sectopods with it, make sure to kill the drones, as their awful damage means they are unaffected by the abilties, meaning they deal as much damage to your MEC as the 'pod.

When stacking up in front of a non-UFO door, place one soldier in front of it. Enemies can only kick down these doors, meaning that they cannot move through it, because the game does not allow movement through units in any situations, even if they are unspotted (you can find unspotted or cloaked enemies by moving your mouse over their location because of this, too.)

For whatever reason, in EU, the AI almost never moves if it sees your soldier overwatch. If they have no AoE Abilities, and a low chance to hit, they will simply end turn. You can abuse this by moving soldiers into flanking positions and overwatching others, locking down the AI and letting you crit them into oblivion. This can work in EW, but not if the enemy is flanked.

Soldiers concealed with mimetic skin that have an untriggered pod within line of sight will NOT trigger that pod when they are revealed. Instead the pod will trigger with the next action any soldier takes, revealing them also if they have mimetic skin active. What this means is that, you can perform one revealing action using your scout, even on the pod, provided you don't fulfil another criteria for triggering the pod (hitting them with any damaging attack), and then shoot them with someone else (eg a Squadsight sniper). For example, you can MC with your scout, then shoot with a sniper, triggering the pod. This leaves an MC'ed enemy standing in the open, the perfect bait for the remaining enemies, letting you move up and engage without fear. Warning: Enemies that usually ignore cover ( Sectoid Commanders and Ethereals) will instead attack your troops, because the AI prioritises XCOM Soldiers over MC'ed allies.

To understand how this one works, I will have to explain how exactly Mimetic Skin works. When active, it does NOT hide you from the AI, it simply does not trigger pods and prevents the use of "Fire" or AoE attacks on the soldier. The AI will only ignore the soldier when it looks at firing chances and Mimetic Skin tells it to ignore the soldier. As each enemy is handled separately, they do not relay this info to each other. Melee enemies do the check when they reach melee range, and so will target the soldier until they reach them, then they will go after another soldier, until they "forget" this information on their next turn, running back to the concealed soldier if they are closer. What this means is that, if you have a MS soldier further ahead of your team, spotted melee aliens will charge the soldier with their first move, realise they have to ignore them, and move towards another with their second. However, if the concealed soldier is the closest target to this second position, they will run back and forth between these two points endlessly, letting you kill them at will.

Thanks for reading, and if you have any more tricks you know, please tell everyone.