Keep those troops alive. You'll never survive the later missions if you haven't nurtured your people and grown them into Exarchs.
Only Fools Rush In
Knowledge is power. Only fools rush in, so use your Mimes to scout the opposition. This will keep your army from stumbling into nasty ambushes.
The Right Equipment
Give your best people the best equipment. Just as you always plop that 10-3 Captain on the heavy machine gun, you must also stuff the best artifacts into your Warlock Master's backpack.
The Right Tool
Use the right tool for the job. Pay attention to each unit's special abilities. Units with armor-piercing weapons should be used against enemy armor, while those with Scatter Lasers work best against the bad guy's infantry.