You should definitely put bases in most territories, as it will make their monthly payments rise a lot (although they won't rise instantly).
It's a good idea to leave one territory undefended, though, for the aliens to build their bases in. So that you can then go and raid them, for fun & profit.
As Illegal Youth said, don't sell any captured alien equipment, espicially UFO components, without researching them first, or you willl lose a lot
of money - item selling prices increase drastically once they are researched.
(Oh, and I wouldn't worry about my super commander, he seems to be a once-off. Destroyers and preachers, on the other hand...)