Its a really good question, every choice is big in LW especially since the latest patches make things harder. I have recently found the same thing as you; going for xenoneurology takes too long, and after its done, you are getting too far behind in the combat stakes. Ive recently gone for scopes and beam weapons first as saben787 stated. Even so, it can take 2 months or so to get them, and a week or two to build them, so you have to suck it up and get good with the starting items plus scopes for a long time. Battle Rifles even out the damage contest if you are a camping type player (lower accuracy for the move n shoot). Scopes are expensive but with increased cash for all the abductions that keep coming and coming,, and coming. you can afford to recycle 3 to 5 of them between your squads.