Extra damage Missiles and blasters can also damage objects in squares that are directly beside the target due to the fragmentation damage. This will effectively extends their range by one square.
Cover
Just use the Move and Fire order to duck out of a door, snap off a shot, and then duck back inside. This will hide your soldier from any return fire during your opponent's turn.
Remote attack Just use an Etherals' psionic power to attack the most powerful opponent in your range. The controlled target will fire at its own companions.