Impossible has been conquered!
The last mission was really easy, the way it's designed it is easy to ensure you don't face more than a few enemies at a time. To take out the 2 sectopods, I stealthed my heavy and 2 snipers, got in range, shot a shredder rocket, and then used double tap and in the zone to take them out in one turn before they could get a shot off. I lucked out in the final room because my sniper and assault didn't get mind controller, so a double tap and rapid fire took out the last boss.
The beginning was hell, but once you get past the early game, impossible isn't really all that different from classic. Panic is only a problem before the alien base, and once you get a squad of sufficient rank and health, missions are no longer as hard as at the start.
I'm not sure what is left for me to do in this game now, there are some achievements left, but I don't really care too much about the ones remaining. I guess I'll wait for the DLC.