don't mourn them - that is what they are for

seriously however you should rotate rookies into your ranks early on to build up a solid core of troops - later it really isn't possible since they will panic CONSTANTLY

if you spend the first few months rotating in rookies you should be able to take a few hard knocks and be able to replace losses without having to fall back on rookies

on my own campaign - classic of course (I got bored with the Normal one so never finished it) - I am now able to start the final mission - its November and I only lost 9 men - only 2 higher than captain (a major and a captain - the major (my sniper) died in what I like to call the "mission from hell" - an abduction which saw me facing 9 Mutons and a Berserker ... at once - frankly I am amazed he was my only loss)

playing classic takes a completely different mindset - in normal you can easily push forwards and rarely have to stop - in classic you have to play a LOT more defensively - often you move a single unit forwards to the limmit of his first move - spot enemies and then retreat and move the rest of the unit into "crossfire" positions where they over watch - if done correctly the enemy will not see any of your men and thus will charge after you - right into the waiting crossfire

there is no feeling worse in classic than rushing a soldier forwards only to expose a Sectopod... those guys are just EVIL