Electric Monkey

How about letting the player see the loadout as well? Particularly in the early stages of the game a player might want to keep interceptors with different loadouts available for different threats (so as not to waste expensive avalanches on small scouts etc.) An in-game way to tell which one's which without having to remember the numbers or going to the base screen before scrambling would help.

I don't personally see the problem with having initial terror sites close to the X-COM base. It's already been mentioned on this board that terror sites could only represent those incidents that local government forces can't handle. If we use that assumption, we could assume that local forces are able to contain the initial terror sites reasonably well, and only ask for your help when you're close enough to get there in time. As the threat escalates, the terror sites become harder and harder for local forces to handle, and they're more likely to ask for X-COM support until at last you have sites that only X-COM can handle appearing all over the globe. The need for further reaching forces would be another aspect of increasing difficulty as the game goes on, like the appearance of bigger ships and tougher baddies - and if done right it could improve the sense of desparation.