Finally had the chance to dive into this: started on Experienced and just cleared everything up to the World 1 boss with all stars collected. Not much trouble along the way, although the last challenge mission did take more than one attempt to clear with all three stars. And on the one-man mission, I found out the hard way that the self-destructing enemies, well, self-destruct, and should not be engaged in melee.
I know I bring up Code Name: STEAM and Invisible, Inc. in practically every 2015 turn-based strategy thread, but it really does feel like SteamWorld Heist completes a trinity, covering a bit of the same territory as either of its cousins (fluctuating aim largely replacing RNG as in CN:S, escalating alarms and map/loot randomization as in Invisible, Inc.) while striking out in its own way. The mission variety stands out, even within a framework of random maps to make the missions replayable without opening the door to a single optimal solution. I'm impressed with how each one has a distinct identity thanks to mission-specific mechanics and varying limits on your party size.
I do find myself wishing there were a permadeath campaign, or some other kind of iron-man mode to mitigate unbounded risk-free grinding (which I don't have the patience to do, but is conspicuously an available option). The penalties for losing a mission are rather meaningless when you wise up to minimizing the risk of losing cash by keeping your reserves low, whether it's by spending down as far as you can before starting a mission or leaving everything in your inventory until it fills up.
The game is great on two screens, but I wonder if the forthcoming HD versions will have more real estate and a wider field of vision on the main screen. This materially affects the game when it comes to the ease of long-range aiming, but as it is I find myself scrolling the camera back and forth quite a bit.
Regardless, a slick experience, quick to pick up and play, with some very interesting ideas in class and item design. Of all the XCOM-inspired squad tactics games I've played of late, this is the easiest to get into for short sessions, partly as moving around the 2D map is so agile (though as with CN:S, I wish there were more transparency about enemy behaviour, particularly when it comes to movement ranges). I certainly look forward to what the rest of it has in store.