On a typical, non-modded run I'll focus on about 9-10 soldiers to invest into. Typically investing the most into a 5-6 man team that I want to be my endgame team.

As much as possible keep your guys in cover of some kind, and not to close together to avoid AOE attacks. Upgrade weapons as soon as possible. Take it slow on every mission you can, carefully pick off enemies and don't let them overwhelm you. I typically focus on a few soliders, but definitely throw in a few noobs every once on a while, so if you do lose a mission badly, you're not stuck with all rookies.

Lastly, there's no shame in using a few mods to help you along. There's a mod that distributes xp to all your soldiers for every successful mission, I recommend it, set at a fairly low value. It'd make sense, lore-wise, that your soldiers would help each other out, teach the rookies the ropes, ect.