Very first time I encountered a Sectoid in this game, he mind-controlled Jane Kelly with his first move, she was blown up by her own team on Overwatch, the Sectoid made her a zombie, and then on his next turn he mind-controlled someone else. And at that stage of the game they take a minimum of two turns to kill unless you get lucky with a crit. They also run away!
Jerks.
I think a ranger can take down a sectoid with a single sword hit. Worked for me, anyway. Playing on the second of four difficulty levels, whatever it's called.
Of course, running forward to take down the sectoid activated a second pod of enemies. XCOM, lols.