...whilst not being engaged with the enemy. I just moved my team in a 3-man deep two file formation, switching soldiers before the move animation is done, to speed up the process of exploring the map. This way, when I'd pull aggro, each soldier still can shoot, or scurry for cover - and every soldier has similar lines of sight, making focus fire easy. 6 soldiers in such a formation, in overwatch on the turn's end, all sharing the same lines of sight - they'll destroy anything coming up to them. Just wish there was an oversight priority list.
I think most people play as if they're constantly engaged with the enemy, going from cover to cover - even outside of being actively engaged - like Ryan did in the GotY Day 2 Wrap-up video. By using basic military tactics of moving in formation, one can speed-up Ironman Classic immensely - and it's actually safer and much more efficient in delivering a crippling opening blow to whatever enemy force one does encounter. It also keeps accidental 'over-pulling' to a minimum.
In fact, I'd appreciate optional realtime formation-based group movement outside of combat, kinda Pikmin-like, in a future iteration of XCOM. A measure which could vastly improve on the game's pacing, even if it would somewhat change the game's DNA.