A few suggestions:
1. Chaingun > Pistol, unless of course you're playing Angel of Marksmanship and/or you're using Son of a gun. The only way I can even fathom using it in the prepared slot instead of another weapon is if you're trying to conserve ammo or avoid reloading during combat, which fails as a good reason for two reasons; first, you have to spend turns switching weapons AND firing instead of just turns firing (IMO, giving more chances to the enemy to fill you with holes is always a bad idea unless you are in difficult circumstances; and in the case of avoiding reloads the two are I would think comparable in number of turns eaten up), and second, it's not hard to keep up your ammo load as long as you keep running across commandos and you can increase the potency of your shots anyway by using tactics effectively (aggressive = better chance to hit + damage increase [by a factor of 1.4 rounded down, so what once was 2d4 or 2-8 is now 2-11], whereas coward = better chance to dodge, and cautious has IIRC no modifier).
2. Eagle Eye is your friend. Seriously, I'm not kidding; you will have far fewer misses and live a lot longer if you take Eagle Eye at the beginning instead of Ironman (and use tactics wisely, obviously). Ironman is a good skill, but it doesn't matter how much punishment you can take if you can't hit/kill the %#*%^ing things in the first place. Plus, you then will unlock a couple really nice skills that can be pretty helpful (however, one of those is going to get indirectly nerfed, so if you find the third level of the one skill amazingly good you should know now that the next version of the game will strip it of the kind of usefulness it currently has [it will still be worth taking, but won't enable the kind of abuse it is subject to now]).
3. Ditch anything you can't use, don't use, or don't plan on using. The space you spent on shotgun shells could have been used to hold armor or medkits, or hell, even phase devices, and those would have been far better uses of the space if you ask me.