It's been years since the aliens invaded and I still haven't figured out how to even pick up a pistol. My favorite things to do are hide out in the open and run directly at the aliens when they fire at me. If possible i stand right next to them so my chance of getting hit by friendly fire are as high as possible.
I like in xenonauts where the local farmers or whatever wind up killing the last couple of aliens for you. Also, the grey aliens wear star trek shirts.