Cheat Codes
Try pressing [Ctrl]+[C] during a mission. It should end the mission with the same results as the previous one.

1) Before you finish the mission unload all your weapons including the weapons of the aliens (even if you have not researched there weapons you can still unload them). This is so you don't lose you ammo clips so your not always buying/manufacturing more ammo. You may even sell the plasma clips because you have so many.

2) When you have an alien under mind control you can access his inventory by going into one of your guys then using the arrow button to scroll until you get to the alien then you can unload his weapon, ready a grenade etc.