One thing that I like about the early un-even odds against Aliens is how liberal I started using grenades, rockets and C4 out of fear. In vanilla I'm quite cautious using those in order to avoid civilians deaths or loss of artifacts but here I really don't care :-) ... The battlefield really looks impressive after each mission ...
Good thing the countries don't seem to care too much about the collateral damage the Xenonauts cause . It would be a funny page on the debrief screen though; a tally of all the monetary damage you did: destroyed a mailbox: 200$, blew up a car: 6000$, leveled an entire building: uhhhhmm...)