What difficulty are you on? I played on one below insane, and didn't have too much trouble. Give the brumak a sacrifice (Sid is usually good), but mostly try and stay out of his way. It was close if I recall, but fun. If playing insane I guess it may be different. Better to lose a whole turn moving, than lose a character, but again, insane doesn't have Downed and lots more damage, so if that's what you're doing, I can't really help.
Sniper early is a tough one, sniper at level 6+ is an insane beast, especially if there's high ground.
I loved the scout grenadier build. With UIR armour, you can get grenades every turn, that do massive damage and have a huge range, with the right skills, you can even get multiple grenades a turn. Combine that with empower and teamwork, and it's free action points for your support.
I usually went vanguard, support, sniper, scout. Vanguard more for specialist moments of being able to run across the map with the bayonette charge every now and then, but others have builds that are very effective (using breach I think). Snipers start off quite weak, but as they get chainshot level 2, fast reload 2, lock and load, run and gun, they can one shot kill a lot of enemies using a crit build, and generate huge amounts of AP, especially with certain bits of gear that help cooldown abilities.