In the original X-COM titles, the loss of a squad member would always cut me up. Those wee, heavily armed men and women were under my care, and I'd be damned if I was going to let some alien scum end their lives. I'm glad to see there's an emphasis on this in the upcoming XCOM: Enemy Unknown.
The only way to ensure their survival is to recruit the best, train them, pile on the upgrades, and not tell them to run right up to the big aliens and call them lame. XCOM: Enemy Unkown will be invading our planet on October 9 for Xbox 360, PlayStation 3, and PC.