I Love love love when you do a stealth kill on one of the marines, and you hide, then another of the marines is like holy shit and runs over to check out the body, and then BOOM you take him out too!
Aliens piss me off though, take too fucking long to kill and all squirmy all over the place...
Shoulda just made it; you vs the Marines lol
Some good and quick ways to kill the aliens:
-shotgun: one blast from closer up is usually enough, note that you can toggle some light assault rifles to shotgun mode
-grab them and crush their throat, instant kill
-melee attack when they run up to you, two or three hits will kill the normal aliens
-sniper (headshot!)
-others (I don't want to ruin the fun for you, there are some other weapons in higher levels that kill the aliens very quick)
My favorite gun at the moment is the Grendel and the sniper rifle.
Another hint: the aliens' weak spot is the blubber on the back and the head.