Sectopods are the most feared alien unit, and rightfully so. For those who are unprepared, or have soldiers heavily wounded prior to an engagement with this unit is basically dead. Sectopods have high armor, and health points that can reach fifty (50) points, depending on your difficulty.
As a robotic unit, well, you can always hack a Sectopod and maniacally laugh as you use it to destroy the alien force that made it. All the fun stops when it stopped being hacked, or you fail to hack it in the very first place. Therefore, you must only hack this unit if you are pretty sure that you can hack it successfully, meaning much later in the game as you need your Specialists to gain more hack expertise through GREMLIN upgrades or through hack rewards itself. Or you just have to disable it first before engaging it and pump all of your Bluescreen and AP rounds to destroy it.
Sectopods have two attack modes: Low and High. When it raises its stance (High) it gains lots of aim bonuses and even defense points. When at higher stance, it will also unleash a Wrath Cannon that will devastate the cone-shape area with the tip starting on the Sectopods face. The Sectopod will mark the area with lasers first before unleashing the Wrath Cannon so just run away from the blast zone.
Rangers beware. Sectopods have Lightning Charges that disinfects his perimeter from melee and close-range attackers. Sectopods also explode when it dies, so really, use the shotgun when you are using Rangers in dealing with this unit.
An AP ammo - equipped Sharpshooter will burn through Sectopod especially if that Sharpshooter leans toward the Gunslinger side of skills.