If you can kill a pesky soldier or destroy the cover of a bunch of them and take open shots early in the mission, it buys you time and maneuverability later in the mission for more prolonged exchanges and aggressive maneuvering for flanks. In the early going, medkits aren't worth nearly as much as being able to do damage at will. Set overwatch traps when possible (using stealth units as scouts), always go for the high ground, and most importantly, use your grenades sooner rather than later.
