XCOM 2

Stick through the arduous hump of the Sectoids and Vipers having the run of missions. Past them combat settles down into more straightforward enemies like the Mutons and Advent Soldiers.

Give your Sharpshooters an extra clip for their rifle and the Killzone Skill. More ammo means more shots.

New Weapons and armor are now infinite rather than individually-assembled items. Go right for building them when you can. Proving Grounds creations are unique and individually-assembled items though.

The Guerilla Tactics School should be one of the first things you build on the Avenger. It's how you expand your squad size once soldiers get past certain ranks.

Stealth is largely useless, despite the game's insistence on it. If you're hitting a heavy facility, blow cover on the first ambush and just fight your way in. Otherwise when you're spotted you'll just be at the center of getting your ass kicked from all sides.

The exception to this is the Advent Facility missions. Unlike other major missions, the game actually lets you pop down the extraction point instead of forcing you to use an arbitrary one out the back end of nowhere. It's much more viable to sneak in unseen, plant the charges, then pop the extraction volume somewhere close to just leg it.

Do not build Nanofiber Vests. The basic Advent Troopers disappear very quickly, and you need six corpses to assemble Plated Armor, which is infinitely available for all soldiers rather than a single assembled piece.

Resistance Comms are the new Satellites, get yourself some Communication upgrades.

As you expand further out into the world map, the price for Intel will steadily increase per hop. Plopping down a tower will help reduce the costs and give you bonus Supplies.

There's now a hell of a lot more time sensitive missions. Be mindful of the turns remaining timer. Some of these missions have endless enemy reinforcements.

If a mission concludes with your troops on the field, you can find them later as POWs that you can rescue.

The Will stat helps defend against Psionic attacks. If a soldier is ever Stricken, you can get a bonus to Will if they take no damage and manage to kill an alien during a mission.

Hacking is a stat that can be buffed through gear or hacking events. The Support Class can send their drone to remote hack.

Some hacking events can change things outside of the mission itself, such as delaying Dark Events.

Ranger Melee is very effective early game. Be careful when engaging
Mutons (counters)
and
The Codex (they are harder to hit with melee)
.

Unlike in the first game, there are no adjacency bonuses for facilities. What replaces it is the Workshop, of which you can have only one, which allows you to place an engineer (two with upgrades) in, and get two worker drones out, but only for adjacent facilities in the cardinal directions. So build it in the centre column, ya dingus.
Get a feel for how the Dark Event world timer works. You lower it by hitting facilities via Advent Facility missions, or doing important story missions which are basically the same thing. Both types of mission are in a bit of short supply, but you can get more of the former via enemy drops (and researching on those drops). Don't hem yourself in by letting the timer get super high- unless you a) have a bunch of these missions and b) know you can pull them off successfully.
It's been said Advent Facility missions are one of the few that benefit from stealth. They're possible to 100% no stealth no kill especially if you bring Wraith suits to run through walls to plant charges.
Pure sniper Sharpshooters aren't as great as in the first game. Both variants are valid, with the pistol-centred one moreso in more situations.
There's a facility that unlocks a hidden non-class skill for each of your squaddies once you build it. Build it before they rank up too much, because these skills only reveal on rank-ups.