Mmmm, Shining Force.. that's pretty much just ordinary grinding though, isn't it? I do have to agree that Shining Forces are sadly a bit too easy. If the battles had e.g. a turn limit, you would have to fight aggressively. As it is, you can pretty much take your time to cheese the too-passive AI.
OTOH, if you lost a fight, the way you keep the exp gained and can just go battle again, gives it a sort of a self-adjusting difficulty level. They're great games, just rather relaxed on the challenge department. SF2 had a difficulty choice in the beginning though, I never tried that.
I just recently played through Shining Force Gaidens 2 & 3 - definitely recommended if you haven't played them. Shining Force CD of course is Gaidens 1 & 2 + additional content - haven't played that myself. Anyway, the US version of Gaiden 2 has, for some strange reason, ridiculously powerful Blaze/Freeze L2+ spells. The radius is increased, as is the damage. Your spellcasters can wipe out several enemies on their own. OTOH, that also goes for enemy spellcasters. I think it was actually quite a fun game, increasing the difficulty, and also making the casters more important, real glass cannons for your party.
Never got the hang of psychic abilities in X-COM, but you're right about the Ethereals. Especially when played Right (no loading upon failure!), I pretty much left the Ethereals alone (unless I needed to capture their leader) and tried to get the game completed before they completely swarmed the place. Having them attack your base was sUpEr fUn.. (the best game ever, by the way)
--Eino