After starting and quitting a dozen scenarios I've come to the conclusion that I have no idea how to win at this game. I start off doing well but then the enemy starts hitting my mercs every turn. Despite the quality of mercs I pick, the enemy will always have a much higher accuracy than I do. So either the AI is cheating, the computer enemy is vastly more skilled than my mercs, or I'm doing something wrong.
Can someone please give me some gameplaying tips?

The key to success in JA is to use every cover you can find. If spotted, try to get out of sight so you can lure them closer to you, and hope you get an interrupt when they are in sight. Surprise attacks are also important, sneak your way forward instead of running so you get the first shot. Go from cover to cover, never go in the open. Try placing your mercs so everyone can support each other. If you have grenades, use them. Tear gas and stun grenades are awesome :) Hope this helps

Thanks for the tips. That's exactly the kind of advice I'm looking for.