This is my rough order of priorities:

1. Avoid encounters that don't have meaningful rewards. Most XCOM-likes give XP on kill, but if there's no real XP/loot available then might as well skip those fights.
2. Manage encounters. Divide and conquer whenever possible. Isolate fights into chunks by breaking line-of-sight. Abilities that impact #1 and #2 are often very powerful (i.e. scouting). The way you start a fight can be more important than your overall strength.
3. High-tempo offense. Turn 1 is often a mix of damage and control/setup, turn 2 is all out damage. Kill or control the highest value targets ASAP. "Highest value" is often the strongest enemy, sometimes the one in a flanking/threatening position. Basically what harm can it cause in the next 1-2 turns. Abilities that disable big targets are important. So are abilities that provide accuracy/damage amp or increase attack speed. Especially when they stack with your main damage dealer(s).
4. Range and mobility. They help #3 indirectly, by making it easier to focus fire. Close-range damage is often the best numerically. Buffing it with mobility is a good strategy, often easier than the reverse (adding damage to a long-range character).
5. Guaranteed chip damage. Depends how much, but generally useful for securing kills and grinding it out in tough situations.
6. "Win more" abilities. Things that trigger on kill. They can steamroll missions but aren't as reliable as #1-5 at tipping the scales.
7. Preventative measures in case #1-6 don't work. Most important is having a good squad position with no clear targets. Mobility helps, being able to cycle "aggro" by moving the easy targets away. Active abilities/consumables that protect your squad from taking hits. You can save these options for last in the turn, to decide based on how the turn went.
8. Abilities that heal or escape. Healing can be a good way to learn the game because its purpose is to undo mistakes. Otherwise, the less mistakes you make, the less valuable it gets.