See my signature for one of my most favorite methods of pest control. :grins:
But since there was only space for one there, here's a few more...
(*) Psi-amp alien and herd it into a corner after making it drop its weapons using ops with no weaps on them. Once alien is cornered with nowhere to run set up your most pathetic rook with a pistol and have him or her stand slightly in front of the ring of other ops barracading the alien from escaping so there will be no friendly fire deaths. Then just let the alien's own pathetic terror movements set off reaction fire again and again until that pathetic pistol finally either kills it or knocks it out. Ah the exp gains... ah the fun of watching a truly green rook with pathetic accuracy wasting 5 clips of pistol ammo all in the name of reaction fire.... ah, yes, that is quite the boredom reliever until it too pales.
(*) Fly-Suit or Tall building sniper with proximity grenades and a good bit of strength... hehe. It's quite fun to drop movement grenades from above down onto unsuspecting prey then watching them walk right into them and imitate stuck pigs and since you're up in the air obstacles aren't much of a problem.
(*) Firing squad approach: Line up your entire squad next to each other and step one square per turn in a slow vice-like squeezing inward onto the alien horde. The moment an alien comes into view everyone reacts in a blizzard of fire.
Of course they easily become prey to those area effect menaces... but after you play the game enough watching your entire squad be annihilated like that spices up the monotity.
(*) Food Poisoning: On those chrysallith missions intentionally bring along one rook with no armor or items except for one high explosives charge kept primed at all times and let him be the bait for that alien pest. Zombies drop their weaps which means the grenade drops in the exact place the crys attacked. Ah the fun! Well not so funny when your other guys are still in the blast radius but I figure it in as them being potentially dead to that thing anyway and better to die in a fiery blast than as an alien slowly eats you out from within.
But.. if you were asking me what was my most effective way of killing em without dying then I'd answer with saying, "Exploding star pattern: One man heads in each of the basic directions (N,NE,E,SE,S,SW,W,NW) and any leftover ops split up slightly behind them as reinforcements and to snipe aliens from the rear when possible saving my front line from wasting vital TUs." I have every op supplied with everything important rather than specialising much since it means that whatever happens he or she will be prepared to deal with it. Laser rifle (for unlimited ammo reasons), 1 prox, 1 high, 1 reg gren, 1 smoke, 1 medikit, armor, 1 stun rod, and later on in scenario I add in 1 high end weap for massive dmg when laser rifle just isn't quite enough anymore.