XCOM: Enemy Unknown

This one is going to require that you coddle one of your soldiers through an entire playthrough of the game from tutorial to end credits and make sure that he/she does not miss a single combat mission that you go on. Here are some tips to make this as easy as possible.

1) First of all, you should typically only have one soldier survive the tutorial (this will be the soldier that you must base your attempt around). Make sure to name this soldier after yourself so that you do not forget who it is.

Edit: Credit to Metal Threshkeen for observing that a second playthrough does not require you to complete the tutorial, allowing for more than one soldier to make it through the initial battle. This increases your odds by having more than one soldier to use.

Just make sure that at least one of these soldiers does not miss a single battle. Possibly adding an asterisk (*) to the last name of this soldier or soldiers will help denote which one(s) can be used to acquire the achievement. Remove the asterisk if one soldier skips a mission due to injury. I found it easier to still only focus on one soldier (Sniper or Support) so that I am not trying to keep 2 or more soldiers out of the fray of battle. You'll need every other free soldier to finish the missions and keep your main soldier out of hot water.

2) SAVE SAVE SAVE: When going on missions...ALWAYS save your game before making any moves from the start of the combat screen. This way, if things go south, you can restart. For some harder missions, it is good to sometimes have multiple saves as the mission progresses as long as you are doing well and always save at the very beginning of your turn. This way, if something crazy happens during the alien turn as a result of your troop movements, you can reload from the beginning of that turn and move differently to avoid danger to your main solider. Obviously...do not allow your soldier to die but almost as importantly, try not to allow them to get shot or injured, since this causes them to have to recover which would make them ineligible to go on a mission if one should present itself while this soldier is recouping.

3) As early as possible, try to get this soldier equipped with some quality armor and a medikit. If they become a support class, this is even better as you can later upgrade to get 3 uses out of one medikit. If they do not become a support class, try to always keep one or two support soldiers on your team to heal your main soldier if they should be injured. If your soldier does become injured resulting in a loss of health bars, try to heal them back to full strength before the mission ends to avoid them needing recovery time. The key is that as long as the health lost is from the additional health bars provided by the armor, they should not have to deal with recovery time. However, if they get shot without armor or sustain injuries that bring the health down under 7-8 bars of health, you'll be looking at recovery time. So don't get shot without armor and don't let your health dip below 8 bars if you can help it. Once you unlock the training academy perk that allows recovery time to be cut in halfway, you get a little more leeway.

4) If you tend to the overly cautious approach, you could just choose not to move your egocentric soldier much further past the starting zone, have them hunker down behind cover for each turn or put them in overwatch. Just keep in mind that they do need to get some kills in order to get promoted which unlocks better traits, important for keeping them and your squad alive in the later missions.

5) Also, don't be afraid to do this playthrough on the easiest difficulty setting. Since you are going to have to do 5 playthroughs to get the "A Continental Fellow" achievement anyway, you might as well make things as easy on yourself as possible as the easy playthrough will make the missions go quicker due to aliens missing more of their shots and your squad cutting through their ranks like hot knives through butter much more quickly.

*Edit* - Additionally, as mentioned by Quantum Binman in the comments section, if all else fails you can skip missions if your coddled soldier is recovering from battle wounds. This will not affect your ability to get the achievement. In fact, this is what you absolutely must do if a mission pops up that your soldier can't go on due to injury. I did have one mission that I had to skip while my self-named soldier was still in Psionic Testing (another reason to skip a mission).

Above all, enjoy! This game is fun and the different strategy will just add a new element to another playthrough of the game. If you have any strategies you think would be helpful, feel free to let me know and I will try to update what is here.

A sniper class unit is easily the best choice when attempting this achievement as they should never be close enough in battle to become injured, once you research Archangel Armor snipers are amazing with the Squad Sight perk and Double Tap when paired with Executioner.

Damn Good Ground is still applied when using the Archangel Armor as well. Chitin Plating will be very useful incase your squad member becomes hit as they will only be hospitalized if the damage penetrates there armor (base HP), which is when having Rapid Recovery from the Officers Training School comes in handy.

Squad Sight with Archangel Armor ensures they never have to move when outside to particapate just fly them strait up the first turn, Low Profile is used when inside making all cover count as full.

Double Tap is always successful every other turn great help for taking down stronger robot baddies, and when using Executioner and Damn Good Ground you have an amazing % to hit from anywhere anytime!

Just watch for Floaters and Heavy Floaters using Jump as they can appear right behind your Sniper make sure you take them out next turn, when they use Jump they can't attack but they may be real close which could mess up your accuracy. So consider switching to your pistol for the weak Floaters when this occurs as these skills will also trigger on your pistol.

EDIT: When using any other class for this achievement the best thing you can get for them is Rapid Recovery from the Officer Training School.

When turning on the turtorial you MUST use the only survivor from the first mission.

The character you choose to babysit the entire game should be a sniper. By picking a sniper, you will be able to hang back and not have to go toe-to-toe with the enemy, which will decrease your chances of surviving every mission in a playthrough.

If you go on any mission, this character MUST be in your party. You do not have to attend to every mission in the game, like raiding crashed UFO sites, or missions that the council give you. You can skip those if you choose to.

I would advise that you equip your sniper with a medkit for any injuries they sustain and upgrade them to the Plasma Sniper Rifle and Titan Armor as soon as possible. Leave your sniper at the beginning of each mission behind full cover and stay in Overwatch mode. Once they can gain the Squadsight perk, select it. This will let them to fire at targets in any ally's sight radius.

Once your sniper gains the Damn Good Ground perk, you should always place your sniper on the highest elevation. This perk gives +10 Aim and +10 Defense against enemies at a lower elevation.

Lastly you will also want to purchase the Rapid Recovery perk from the Officer Training School in the Barracks as soon as you have funds to do so. This will allow you to heal twice as fast from wounds taken in combat. If your sniper gets seriously injured, DO NOT go on another mission until they are healed, or reload the previous save before the mission that injured the sniper. If your sniper is injured and you attend another mission, your squad member won't be available to go, negating the cheevo...

OK here is the recap...
1) go on a mission, be in the group.
2) protect, protect, protect.

Good Luck!!