The Heavy is the most important class in the early game, because of the rocket launcher. Absurdly overpowered a rocket will wipe entire pods off the map. After the rockets are gone, the Heavy suffers from having the worst aim of any class. Their aim improves only 10 points from rookie to Colonel. Sad, but fair. In building my Heavies I make the most of their strength by grabbing all the rockets.
Bullet Swarm
Shredder Rocket
Heat Ammo
Danger Zone
Rocketeer
Bullet Swarm:
Bullet Swarm will allow the Heavy to shoot twice; or shoot and reload if the first shot succeeds in killing the target. This is a great ability that compensates for the Heavy’s terrible aim. Bullet swarm shines when enemies get in close, as the proximity bonus will often help the Heavy score 2 hits.
Alternative: Holo-Targeting
This is also a great ability, but feels awkward. The Heavy class would benefit the most from an aim bonus; but instead provides it to other classes, that often don’t need it. If used together, Bullet Swarm and Holo-Targeting complement each other, and yet you must choose between them. I’ve tried running a squad with 2 Heavies, giving one Bullet Swarm and the other Holo-Targeting, but this failed to work as I had hoped, because instead of shooting with both of them I usually opted to fire at least one rocket.
Shredder Rocket:
This is an easy pick. The Shredder Rocket is almost as good as the Standard rocket, and sometimes better. While it cannot kill and entire pod of Thin Men or Floaters, it will be just as good against Sectoids and Mutons, and better against Cyberdiscs and Mechtoids. It will still destroy all the cover, and finish off most wounded enemies. More rockets makes the Heavy more powerful.
Alternative: Suppression
Firing a rocket will do more to keep your squad safe than Suppressing a single enemy. The Support class is better at using Suppression anyways.
Heat Ammo:
Heat Ammo will greatly increase the damage done to robotic units. There are a lot of nasty robotic enemies, so this is a great ability.
Alternative: Rapid Reaction
Rapid Reaction is also good. If the Heavy is hitting overwatch shots about half the time, this ability will give you a free hit about 25% of the time. Which is good. But typically you will be setting up overwatch traps with your whole squad, and if they actually go off you are likely to have an easy time with that pod regardless of this ability.
Danger Zone:
The area of effect for rockets will dramatically increase with this ability. Its huge. Even when a pod scatters on activation, a rocket will hit all of them. Its almost too big, sometimes endangering your nearby squadmates.
Alternative: Grenadier
Grenadier will not matter on short missions. On long missions it could be useful, but not as useful as Danger Zone.
Rocketeer:
This is another easy pick. With 3 rockets the Heavy will be able to throw destruction at your enemies with abandon. It will be most helpful on longer missions, which are the ones you should plan for.
Alternative: Mayhem
Mayhem is a good ability, but not nearly as good as having another rocket to fire.