Blaster bolts and rockets affect not only what they hit, but also everything in adjacent squares. Although a rocket launcher's range is six tiles, it can damage seven tiles.
Use the "Move and Fire" order to duck out of a door, snap off a shot, and duck back inside. This hides your soldier from return fire during your opponent's turn.
Use the Etherals' Psionic power on the strongest enemy target visible. Although the attack does minimal damage, the psionically controlled target may fire at its own troopers or itself.