Oh I don't know, walking through walls is usually a bad idea. I mean, it's rather embarassing to step through a wall only to run out of TUs in front of several grinning aliens.
Oh and another one. I mentioned this one before in one of the older threads. Explosive shells (incendiary, HE and stun) fired at the ceiling will only cause damage to the level above you. That is to say it's perfectly safe for a soldier to fire a blaster bomb directly up at the ceiling at and not suffer any consequences.
I don't really treat this one as a 'cheat', since if done in the barns, the ceilings do get destroyed. It's not your fault the ceilings of the ufos are so tough that only something as powerful as a heavy plasma or a blaster bomb will make a hole in them. Still, this is an excellent tactic to use in intact abducter and supply ships, due to the nature of the 'camping' alien that always waits in the command room. Just get underneath it and fire some shells, rockets or stun bombs up at the ceiling and poof, the alien's safely dispatched. Could work wonders in any multi-level ship too, if you've got a motion scanner to detect where the aliens are.
All right, I think that's enough of the 'unusual' for now. Let's get back to the good stuff eh?
 Before I forget -- you might want to mention something about the blaster bomb duds that are left behind after firing the blaster launcher via reaction fire (yes, rare, but it can happen) or when using only one waypoint.
NKF, narrow minded fuddy duddy who refuses to let go of the past and will not accept anything newer than 1979.