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Which country/bonus do you usually choose in a LW campaign and why? I'm not so sure myself. My longest LW campaign (which somehow stalled, and then updates came) I chose the UKs "SAS" bonus, +5 aim for all. But in the long run that really didn't pay out since the +5 aim aren't really that noteworthy, especially if playing with aiming angles. Germany's "Skunkworks" seems interesting as you start with the foundry - then again it takes power and foundry projects need to be researched first. Having more soldiers or some high-ranking soldiers doesn't seem all that tempting to me either as I will have enough of those at one point.

What is your strategy here?

Three things I consider:

* (Very mainstream belief) When playing on lower difficulties, strategic starting bonuses are much more valuable than tactical bonuses, since tactical deficiencies can always be made up for by good play.
* (Somewhat mainstream belief) In terms of positioning, North American and Africa are good continents to start on, because they both have 3 countries. You can cover your whole continent with two adjacent Uplinks, then cover South America with your third Uplink, then either add an Uplink to cover the other 3-country continent, or a Nexus to cover a 4-country continent. In other words, with each satellite facility you build, you can cover an entire new continent. Starting in Asia or Europe does not allow this kind of synergy.
* (Not nearly as mainstream) that strategic bonuses which let you start with facilities already built are suboptimal because they don't let you choose how to lay out your base. Canada's "Advanced Preparations" is especially annoying -- why would you want your first lab and your first workshop right next to each other???

With all of this in mind, I choose USA's Cheyenne Mountain. You save about $500 in the early game due to free elevators and reduced excavation costs. You can reach thermo vents very quickly. Perhaps most importantly, starting with elevators built means you can immediately assign each facility type (satellite, power, research, engineering) to a quadrant of the ant farm, resulting in very good adjacency bonuses.

Ditto.

Cheyenne Mountain doesn't give you anything you wouldn't eventually get, but it gives it to you a lot sooner and in a more convenient package.

Good ideas here. Currently I'm trying a run with Russia - Roscosmos. Cheaper satellite uplinks and two out of the box to establish quicker coverage. But what CrypticC62 said holds true - Europe isn't quick to cover due to having four countries so this isn't until a third adjacent uplink can be built. We'll see where this goes

Pax Nigeriana is pretty good — it's unique and stays relevant for the entire game.

I went with the "Start with Advanced Repair" one... I think it's Egypt but not sure at the moment. This made the air game a helluva lot easier to get on top of, since it accelerates Interceptor repairs and you otherwise can't get Advanced Repair until pretty late (a point at which you should have the air game under control anyway!). To wit, I've never needed more than 4 interceptors, which has saved me a lot of money over the course of the game. The downside of course, is that you can get Advanced Repair without using a starting bonus on it, so you could say I've effectively got no bonus anymore now that I'm prepping for the temple ship. I would counter that it's hard to estimate the "butterfly effect" from having extra money all the way through the campaign and from almost never having to sit and watch UFOs fly around while all my interceptors were being repaired.

Quai d'Orsay.

Intel scans costing less is nice, more defense is nice, but the extra requests is why I love this starting bonus. I love having that extra inflow of scientists and engineers, and cash, and pre-leveled soldiers...

As a bonus, it shares a continent with Russia, which I push for as my second country to cover ASAP - early on especially, that +1 HP has saved the lives of many an assault and infantry.

Hello,

I recommend to start in EU/ASIA.
With 4 uplinks You can cover the 2 continents for a nice 970(or so) income (EU +20% ).
Roscomos is a big help there, if You are a bit lucky and can manage well, by June You could start with 2 nice continent bonuses.

That is if You are playing on a lower difficulty. This strategy may not be a good idea on Impossible.

The country bonuses I like:
Japan-Master Sargent-> especially with we are legion second wave option (and commander's choice).
I trained my bonus Soldier to be a full support lady. Grenadier, Smoke and mirrors, Smoke grenade, Battlescanner, packmaster, bombard.
So from day 2 I start with a guy that is capable of launching 4 Battlescanners and 3 Smoke grenades + each support grenade I add to her is good for 3 throws.
Can work miracles with 7 rookies...

Canada's CADRE could work similarly.

Pax Nigeria: No comment...

France: -40% intel scan could be a nice thing, but in this case rush for 3 or maybe even 4 exalt missions, if possible (3 is doable).

South Africa +1 HP for everyone helps a lot earlier, later is not a big thing, as they will walk with 15-25 HPs anyway.
US starting bonus seems nice (Cheyenne Mountains).
Mexico seems nice also could be a real help on higher difficulty (500 cash)
AVOID:
Canada's bonus LAB+Workshop-> next to each other...
Germany: Foundry already built: Im not sure either, a foundry costs 200 bucks, but on the beginning You can not research almost anything... Maybe on Higher Difficulty.
China: Workshop+Repairbay: same as Germany... Especially Repairbay cost only 50!!!. Actually, even worse than Germany. (Your first satelites are a bit cheaper, big deal).