Small enemies are pretty stupid and easily scared off by signal flares.

That means, you can simply close doors and the will try to chew through the walls. This keeps them busy for a while, so finish off the more dangerous mobs and then deal with them.

Signal flares, either fired directly during the turn or with overwatch, make them panic pretty quick, then they start to run around aimlessly. It's a good idea to have a medic with a pistol and flare ammo for this.

Medium enemies are basically like the small ones, but some of them have ranged attacks that can be pretty nasty.

Playing 'Sokoban' a bit and pushing/ pulling crates and other inventory items to form barricades blocks the ranged attacks. In addition, putting some soldiers on overwatch helps when they try to run around the barricades to get into firing positions.

Like small ones, medium enemies don't like flares dropped on their heads, but they don't panic that easily.

The large enemies often like to charge into close combat and have attacks that lower the morale of your soldiers. This is bad because your troops might loose some command options when in panic, so try to stay out of melee and kill them quickly.

Don't save grenades and missiles when fighting large enemies, since they are accompanied by small and medium ones anyway and are good targets for area attack weapons.

Spilling cerosene on the ground and setting it on fire with flare ammo also helps to damage them and soften them up before they close in.

Large enemies can open doors, and act pretty smart sometimes, like opening the doors, letting small ones swarm you, and then moving in for the kill.

From fellow marine 'alterdron':
Sell Bulleter after 1st mission and get assault rifle ASAP, the best ammo for AF is Marker, it gives you crits. The toughest enemies very often dies in two shots: one marker burst from AF (if you hit, even with 0 damage,it gets marked), the second attack is 'focused' from a Minigun - it gets crit, on my observations, more than 50%. Just get good ammo for Minigun, explosive are my favorites.

Since small and medium enemies can't open doors, you can turtle behind doors, open them, fire all you got and then close the doors at the end of your turn. Rinse and repeat.

If you use this tactic in turn-limited missions, keep an eye on the turn counter.

Sewer entrances are a reinforcement point for the enemies, so always try to close them asap to cut off their reinforcements.

You can close the entrance in 1 turn, but you'll usually need two soldiers for this. Just clear as much mobs as you can, then move in with both soldiers and have them close the entrance.

If you have a map with long corridors and a lot of mobs running around, close all approach routes to force them into the corridor, then use grenades and overwatch fire to decimate them. They will stand on each others toes and can't fight back effectively.

There are some terrain-effects that harm your soldiers when they step on them. If you wanna get rid of them, simply push a crate over them to eliminate the status effect. Note that you can push/ pull crates diagonally, too.

Advanced Assault Rifle: Quite good and got some bang for the bucks. The standard ammo is a bit weak, so bring some upgraded ammo.

Combat Chainsaw: Quite disappointing, better get good ammo for the Bulleteer and stay out of melee if you can. Use the Kerosine ammo for a flamer instead.

Plasma Pistol: A very good weapon since it has a firing mode that does not use ammo. Although this is not the top-damage-dealer, try to bring one in every mission. It's also a good creditmaker when you plunder all the ammo crates for the plasma ammo, since it's one of the more expensive items on the ammo list. Just keep at least one plasma ammo in inventory and unload your wepon first, this even works when all your slots are full or ammo is maxed in the slot, because unloading overstacks ammo.

Sentry Turrets: To cite a well-known movie "they really kick ass ". Two firemodes that are auto-selected when put on overwatch, good against most enemies. Just make sure to bring some extra ammo and hand it over to the turret. Note that you cannot get items back from the turret, so don't give them your spare items to save space! When you advance to another position, shut them down and pick them up so you can redeploy them later. Since turrets have lots of AP, you can fire like hell, reload and still put them on overwatch later in the turn. Also make sure you pick them up before the mission ends.
Some additional infor from fellow marine 'alterdron':
Otherwise, they are GONE. Also check if selling and re-buying turrets is cheaper than re-stocking the turrets you already own with ammo, since the ammo is quite expensive.
If the turret has beend stocked with lots of ammo, just use it again till it runs dry, then sell and rebuy. If you expect lots of ammo usage for turrets, give additional rounds to your troopers and hand them over to the turret after deployment.

Other high-level weapons: This includes weapons that have fire-modes that do not require ammo - making them a good overwatch choice - and weapons with area effects. Area effect weapons tend to consume lots of ammo, so make sure you bring enough supplies. If you find ammo crates, it is a good idea to unload your weapon with the most expensive ammo and reload it, then sell the surplus ammo to buy cheaper ammo (like cerosene) you need for area weapons.
Reloading flare ammo is a waste, just check ammo prices.

As you progress through the game, some more advanced monsters will show up. These can have different attack patterns and often quite dangerous ranged attacks that increase the AP requirement of your attacks and actions. Area attacks are pretty common, so spread out your marines.

When killed, they may radiate a larger area (up to 5x5) so don't melee them, use ranged attacks for the kill. Good thing is they often attack crates and other scenery items and hit nearby monsters or walls with their area attacks.

Just taking cover and putting marines on overwatch does not always work, because these monsters often have a 360 degree fire arc and can hit your marines without retaliation.
So check what weapons your marines carry and position them accordingly.

Sentry turrets are a good option to counter these monsters, try to have 2 turrets per team and bring enough ammo (150+ rounds / turret).

If you can bring a flamer, try to cover their approach with flames, so they take damage with each square they move.

Weapons with tranquilizer effect are another good choice to slow them down, but make sure you kill them asap so they can not recover.

• Number of overwatch shoot is limited by ammo left and number of AP left, so a soldier in overwatch can have multiple overwatch shoot.
  
• Overwatch will often stop enemy move and can even panic smallest enemies, it can be a powerful crowd control tool.
  
• Smartest enemies will most often avoid enter in area under overwatch, sometimes it can allow control them efficiently.

I think it is missing one point not obvious for a newbie and deeply game changing. I quote the dev comment: "Have at least one unit with a melee weapon (katana for starters), and put them in Defense mode at the end of each turn to protect your other units."

To complete this dev comment:

• The defence mode is exclusive to close range weapons and works against close range and long range.
  
• se defense mode is leading to morale low down because the soldier doesn't attack during his turn and attack even parried low down morale. So you need take extra care on this aspect for soldiers using defense mode.
  
• Restore morale is done with kills, attacks, rests if I remind well. So in many missions it's very handy to have a second soldier using also a close range weapon as second weapon choice. It allows replace temporary the main close range soldier so he can restore morale.