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Final mission was a breeze, although I was a little worried when my two blaster bombs for some reason did nothing to one of the two Sectopods. My sniper with double tap took care of it, though, so all was well. Speaking of, she also took out the entire final room in one round from outside the room itself, since it turns out that killing the lead Ethereal there destroys the other units he summoned when you walked in. Well, I had mind-controlled one of the Muton Elites before that, so I had to wait a few rounds for that to wear off, but he auto-died when it did too, so no problems there.
My final team, all Colonel rank:
Chie "Carnivore" Satonaka. Female Assault, Psionic, the Volunteer.
- Plasma Rifle, Psi Armor, Nano-Fiber Vest.
5th-Gen Labrys, "Steel." Female Heavy, Psionic.
- Heavy Plasma, Archangel Armor, Blaster Launcher, Scope.
7th-Gen Aigis, "Angel." Female Heavy, Psionic.
- Heavy Plasma, Archangel Armor, Blaster Launcher, Scope.
Yukari "Gale" Takeba. Female Sniper.
- Plasma Sniper, Archangel Armor, Plasma Pistol, Med-Kit.
Yukiko "Snow Black" Amagi. Female Support.
- Plasma Rifle, Archangel Armor, Med-Kit, Nano-Fiber Vest.
Fuuka "Juno" Yamagishi. Female Support, Psionic.
- Plasma Rifle, Psi Armor, Med-Kit, Nano-Fiber Vest.
I opted for all the Archangel Armor because the mission was going to be onboard an alien ship, where I've found those to be the most useful. Sure enough, they helped a hell of a lot - I'd count them as the main reason I found the mission so easy. Enemies up on higher terrain didn't matter, period, because so much of my team could just fly up above them in one move anyway. Made it easy to negate their cover as well. And of course it was useful for scouting, too.
I'm pretty sure that who can be the Volunteer was determined solely by will. Even though I had five psionics by the end, only the two I had wearing Psi Armor could actually use it.
I wound up using almost every party member from Persona 3 and 4 for my troops (including Minato and Yu, as the names for the main protagonists). I didn't use Ken and Koromaru for what I hope are obvious reasons to anyone who has played the games. Nor Teddie, partially because I really wasn't sure which class to use for him, partially because I just cannot see him using one of the male character models in this game, at all. Even more so than the others.
I sort of wound up playing the game much longer than I needed to, in order to train up my last round of troops (Aigis, Fuuka, Naoto [sniper], and Mitsuru [assault]). Mostly because I wanted Aigis and Fuuka in my final team, since they were psionic. (Naoto was too, but she was my move-and-attack sniper, and I wanted one of my squadsight snipers instead.) Missions get very sparse late-game, it seems, as I had a couple of months with only three at the end there. Finished in early February 2016.