The multiple lances is the key, if you want to tackle the really hairy stuff. The trade off is it takes longer and IMO gets buggier sometimes. Also, Flashpoints allow only one lance it seems, so you can get complacent, relying on numbers.
That being said, having up to eight 'Mechs (plus four vehicles if you go that route, which I haven’t) allows you to tackle pretty much anything. You are still limited by your stable of mounts and pilots, and by the vagaries of RNGesus (getting an assault 'Mech cored in the first couple of rounds by a lucky Gauss shot is never fun), but those long fights against waves of reinforcements become viable rather than insta-reloads.
Aleck
3807
I came across a series on Youtube by NoGutsNoGalaxy where they are doing a Battletech 3062 playthough using nothing but vehicles. While this completely misses the point of stompy robot goodness, I admit the chutzpah – I think he’ll have real trouble past the 3.5 skull missions.
To expand on Wombat’s comment, I also think multiple lances are key in Roguetech, in particular, where pilot recovery times are an issue. In those instances, you may want a pair of two-lance squads (or two companies, if you’re doing vehicles) so that you can continue progressing as one squad or the other is recuperating from missions.
Oh yeah, especially until you get your medical facilities up to max the down time on pilots can be a killer. I’ve had many missions where a seemingly insignificant hit will end up injuring the pilot, and some missions where three or more were hurt fairly seriously. With the exception of the first few months (game time) I tend to just go back to an earlier save if a pilot actually dies, but injuries I just live with.