The Hel Canon is a close-range weapon, which is pretty devastating if you use it properly. It’s also why they give it to the Heavy, who has enough armour to get in close. Use your Heavy’s JetPack to Jump close to your target - but DON’T land in LOS of him. Best thing to do is lurk completely out of sight behind a wall and make him run towards you. Then you can step out on your turn and one-shot him with your cannon. It’s also a great house-cleaner, because rooms are short range close target environments.
I also tend to equip my Heavy with a pistol - preferably a Synedrion Laser Pistol cos they’re more powerful. That means the Heavy has some Overwatch/fire capability when running into range of his/her cannon.
The other big mistake everyone new to this game makes - especially if they come from XCOM - is forgetting that you can take one step, then fire, then continue moving! So when you take cover, DON’T hunker down in LOS of your enemy, unless you have a powerful-enough weapon to set a one-shot Overwatch. Instead, lurk 1 square back from the edge of the building, or completely out of sight behind the crates. Set up a kill zone of overlapping overwatches, so that if they come to you they walk into a wall of fire - and if they don’t, only step up to the plate and stick your head over the parapet when you want to take a shot.
There are a lot of people complaining at the moment that cover in this game sucks. It only sucks if you try to play XCOM with it and sit in your enemy’s killzone. Use it the way this game allows, and it’s pretty damn neat in my experience.
An example: I was getting hammered in the Synedrion First Haven Mission - the one where you are fighting infiltrators. I only had 3 Peeps and my Sniper kept getting picked off by an ever increasing number of pistol dudes. So I bugged the Sniper out and ran her right round the corner of the building, where she set up a rotating Medkit line with my Heavy until the enemy got too close. Meanwhile, my Assault lurked 1 square back from the corner of the building with his AR set on Overwatch.
Perp comes round the corner, bish - OW hit. Perp shoots me back - bash, Medkit line peps me back up. Now it’s my turn: he’s already down cos of my OW, so 1 shot takes him out and I can set up OW again. Meanwhile, my Heavy steps out of the corner on the other side and one-shots the guy who’s run across the room with her cannon. Pretty soon, the Perps are down to one guy left who bleeds out before he even reaches me, and my guys have only taken 1 hit.
My point is, a lot of people are complaining cos they lurk in soft cover in range of multiple enemies, or run point blank up to a bunch of guys with RF and are surprised when they get slaughtered. Don’t do that. Use the terrain and your Overwatch zones to your advantage, and things start to get less punishing.