I looked in the manual and searched on forums, but did not see anything about combat stress and panicking. True to xcom players remember all too well how the soldiers would panic and cower, fire randomly, or attack allies. I've not seen this in the game yet.
In my first combat (v19 SC), I noticed the aliens would hold position until one of my guys got within sight. Then they would fire and retreat out of sight. While this made for an interestingly realistic tactic, it was also rather annoying. Maybe make the aliens stand their ground a little more.
On the subject of alien retreat, if they are landed and start losing soldiers, they could retreat to the ship and exit the mission if not stopped fast enough - the player might could try to damage the ship engines to prevent take-off? Obviously only valid for UFO landed missions.
Also for alien retreats, if they want to attack and make contact, it would seem to make more sense that they would retreat to familiar areas - such as their ship - or retreat to their allies.
Lacking minimap in combat zones unless I'm somehow overlooking it. It's nice to have a small map to refer to.
Show your soldiers' fields of fire - they would normally be watching the 10 to 2 sector relative to themselves. This would allow the player to easily set up intersecting fields of fire and 360 degree security.