My player's stumbled across a quick-guide-for-play and found that it heartily recommend grenades, grenades, and more grenades - and if you're not lobbing grenades, you are looking for cover, from which you can throw grenades from .
As players, or GMs, what's been your experiences with grenades? So far I've had mixed results with it backfiring on the party a few times (either due to scatter or not realising that their own cover was, in fact, a fuel tank) but it's mostly been quite effective. I've found that I've had to have an enemy or two so far that's been a grenadier who lobs grenades left-right-and-centre.
Do tell!