Snipers are long ranged units that first show in mission 5 of Unicorn Lair and then in the other operations. They wear what looks to be the army basic outfit with ski masks. Armed with sniper rifles, they may have the health of a rookie, but still are dangerous. They are usally found on buildings and hill ledges.
During the first missions where they show, get in cover and buy a speed boost. Look for where the bullet came from and take down the sniper. On higher levels, just search the area as sniper shots are weak to max leveled troopers.