OpenXcom is absolutely the best way to play this game. Even if you don't want the optional mods installed this still has plenty of bug fixes and engine-limitation fixes. Just google Openxcom vs Xcom.
Personally I like to run the game with the Alloy Interceptor mod known as the Retaliator since it's a logical progression since we get alloy armor.
I also run the shotgun and sniper rifle for some extra variety in the early game.
We're a very friendly community so if you have any questions feel free to shoot us up on the OpenXcom forums.
Mods appear to be inaccessible currently, and the address seems to have changed from openxcom.com to openxcom.org. Nightlies are of course still available and development is ongoing! OpenXcom is the *only* way to play these games today, imo.