Once you get MC you don't need live captures anymore...One tactic that I quite like is MC the last baddie on the block. Then I have four rounds to position guys in strike range with Arc Throwers. When the Baddie comes around, ZAP, ZAP, ZAP and down they go. If nothing else, you get a free plasma gun out of the deal.
If you think about it, it is a real shame that you can't zap them WHILE they are under. or at least shoot them defenseless. Yeah, it is morally ambiguous, But then they are plundering our planet, so... All's fair in war. etc....
One interesting thing I learned is that you can kill stunned enemies with explosives. I was so happy to stun an Ethereal that I was bewildered when I noticed at mission-end that I plundered an Ethereal corpse. I realized it was because I used grenades in the area after stunning.