Hi there
Just picked this up a few days ago and am very impressed, really looking forward to where the game will go.
One idea that I would like to see that I'm sure will have been mentioned many times before (if so, sorry) is sub missions. What I mean by this is that when you are out dealing with the last UFO you blasted out of the sky. Someone comes to you and tells you that that if you where to "accidently" leave with some items from the crash site, and hand them over you might find one countries funding looking a bit better next time.
It should only happen now and again, but I think it might add something. Also this could be used to help the storyline along in places. And as a mechanic to make the game easier on lower difficulty settings.
At the far end of the scale it could see you having to kill civilians from one country to complete a mission for another, with global ramifications.