I did the first playthrough on normal difficulty and although there were some scary bits -- where the tutorial seemed to be pushing you to race ahead on stuff faster than you really needed to at the expense of things like sattelites -- after about the midway point I was ahead of the tech curve and not really losing soldiers anymore except to freak occurances. The final mission had a lot of soldiers wounded but nobody killed -- the last room *looked* insanely unfair but somehow that failed to translate into anyone dying.
So I started a second playthrough on classic, which is one notch up from normal. It's... harder. In many ways. Some of them are ways that make me think it's really the way you have to play, though -- for example, on classic all the enemies that are going around doing stuff are allowed to go around doing stuff, instead of just five at a time. That's HUGE, especially when you have swarms of enemies on a map, which you seem to have on Classic a lot.
I also didn't start with the tutorial, and I'm not sure if it was 'classic' or 'no tutorial' but wow, my base was SPARSE. In particular no officer training school! It turns out you get that when you first level someone high enough to use an upgrade, and you first get the ability to build labs and workshops when you first get enough engineers and scientists to build one. But I was trying to figure out WTH was going on, researched the wrong stuff, STILL forgot to actually build more sattelites, and... it was bad.
In the tutorial you probably attack the enemy base in the first or second month. I think on my normal playthrough it was my first glimpse of Chryssalids and mutons were FAR in the future. In classic... I just got to the 'attack base' mission on, like, month 4, with two countries quitting the council entirely (Australia and the UK -- curse you Queen Elizabeth! Torchwood won't save you!) one country at 5 panic, two at 4, a HUGE number at 3... I had a UFO that I couldn't shoot down... I was facing mutons before getting upgrades to weapons *or* armor (this was OMGWTF but fortunately it was only two or three per mission)... I had one (reloaded) mission where one person got shot and the rest of my soldiers panicked and shot each other until there was only one survivor (usually they're not *that* bad)...
I also remembered I can customize the soldiers for the Classic playthrough, so I've been naming them after ponies. Unfortunately, most of the soldiers come in as males and most of the ponies with names are girls, so I've had to use the gender-swapped version of the mane cast from a fanfic to fill in the gaps. n.n So far, I've lost Rainbow Dash and Berry Bubble (male Pinkie) because they ran way too far ahead and got flanked by surprise moar enemies, and Rarity on her first mission because she ran through a cloud of poison gas after getting shot by a panicked Big Macintosh... in the same mission my sniper Fluttershy was shot and bleeding out but Rainbow Dash (who hadn't died yet) was able to madly run across the map and grenade the last enemy. I think Fluttershy's will is down to like 20-something though so I don't use her anymore.
I think those are the only ponies I've lost; I lost a bunch more soldiers before starting to customize them. q:3 And I finally have armor and lasers now so I probably won't lose *too* many more soldiers... HA HA HA.
And the game loves to give me heavies and snipers for some reason this time. I have one (1) assault left -- my highest ranking soldier, Jackie 'Coney' Apple. And two medics, Doctor 'Who' Hooves and Lucid 'Elusive' Belle (male Rarity). Then I have five snipers that I haven't fired because I had too many snipers already (Twilight Sparkle and Caramel Apple are the ones I actually use, because they're the only ones with high enough rank to have the Gunslinger trait), and like eight heavies. I guess I should probably just stop worrying and learn to love the bombs?