I stumbled on a bug, and I abused the crap out of it. This may have been patched out by now, I don't know. If you move a sniper they can't go into overwatch. They can move and go into overwatch with their pistol equipped though. Before you switch to the next soldier, you can switch back to the sniper, have them change back to their rifle, and they will stay in overwatch, but with the rifle. One shotted a bunch of threats that way.