Would recommend going for the following missions at the early stages:
1. Defend Transmitter/Relay. This is the easiest at the lower levels at the start because the enemies similarly have low level weaponry, meaning it'll take longer for them to destroy it. There is also no round timer, meaning you can inch slowly towards it more safely. Always choose this one first if available.
2. Destroy Transmitter. This is the next one you should choose, as early fights give you enough time and rounds to reach the device and it is relatively easy enough to take down with basic weapon (3 hits, or 4 if you're unlucky). You'll most likely have a Grenadier at this point, save a Grenade to destroy the wall(s) nearest to you and the device and then shoot it down. At early levels, this gives you the most chance when there's a timer to work with.
3. Avoid the rest. At low levels, they will simply be too much on harder difficulties due to timer and amount of enemies involved at the same time.
As for council missions, since you don't get a choice, not much you can do about things. But if you see certain missions early on for harder difficulties, usually they'll be much easier. Best bet is to have a Ranger with Concealment available to scout ahead for you until you get gear to make runs easier:
1. Elimination missions. This is easily the best option since you have the option to eliminate the target with a sniper or at range. If the setup is good enough, then go in for the knockout option, but the likelihood is on harder difficulties that an outright kill is easier, permitting you to scarper with less chance of loss on your squad.
2. Escort missions. Still relatively easy on early runs since usually you can match the enemies relatively easily.
3. The Rescue and Escape are rubbish, because releasing a prisoner requires actions at lower level that'll put your squad at risk half the time with the timer in progress. Easily the one that carries the most risk at low level.
At latter points, the missions go along the following order of preference:
1. Destroy the Transmitter. This is now in preference to the "Defending the Device" mission because enemies have much more powerful weaponry, meaning they will more likely destroy the device before you get there to take aggro management of everyone. Not without taking much greater risk than needed.
2. Hack the Device. This mission you can now nuke your way through with your greater firepower, permitting faster progress to the target with much lower risk. Something you couldn't do at the lower levels.
3. Rest are largely risk heavy in comparison in my opinion.
Council Missions:
Escort or Elimination if you don't have Psionics. If you do have Psionics (at least 2) then any of them will be fine.
For Legendary or Legendary Ironman, once you get Psionics running, you can essentially run the game as you like. Currently 1 year and 6 months in my current run. Even managed to unlock the "Heroes of the Resistance" achievement at this difficulty with 3 Psionics and good placement of civilians. Working on making 6 Psi Operatives to take to the end.
