@LagannPM Further comments:
1. Beware of the mission ending with one or more of your troops unconscious, as you'll lose whiffle sticks (a.k.a. stun batons) as a minimum.
2. It eventually becomes mandatory, and since changing the loadout takes a long time, you'll more or less have to have it. You can still use the old Foxtrot bomber after UFOs sporting homing missiles show up, but only against those that don't have those weapons. Thus, you may send the more modern craft after the fancier UFOs and the old ones after the ones they can take on (since upgrading takes a long time, so you'll constantly changing out older aircraft for newer ones).
3. I've use one wing of repurposed alien interceptors for smaller UFOs, one wing of human interceptors against alien interceptors, and 3 bombers (typically sent individually) on each base. However, by the time the Asierus becomes almost useless, and a replacement becomes available, the repurposed alien interceptors are probably superior to the human interceptor as it's capable of fulfilling two roles, so if I was to play a new campaign I would replace the Asierus with repurposed alien interceptors rather than the Contrail.
4. Gas works if you apply enough of it (which may be an enormous amount for some aliens). Improved whiffle sticks are fairly reliable against the smaller Xenomorphs, but as Svinedrengen said, priming aliens with damage may be required (in practice) for the tougher ones. I've use a missile as softening up tactics against the biggest Xeno...
7. The only doors I blast are the exterior doors of some UFOs, but for those I use vehicle machineguns early on (requires a fair number of blasts) and minigun blasts from my heavy soldier later, which is essentially what Svinedrengen said. Also note that a nasty side effect of stun grenades and rockets is that they somehow open ordinary doors, so the aliens get a free line of sight at your soldiers (they also trigger very delicate alien equipment to blow up).
10. The aliens that are straight replacements of earlier tier ones unlocks the interrogation research of the replaced unit as well, but that doesn't go for other operators, as mentioned, so you can miss out on some things, although it usually doesn't matter when you get better tech later on. Similarly, some UFOs unlock specific tech.