Some protips:
Use interceptor (especially the one with the Microwarp engine or whatever), when you are captain in captain mode - nothing can get you, if you don't want it
Starting from tier2 - use weapon modifiers appropriately to greatly increase your damage output: EM (plasma) does heavy damage to shields, but low damage to hull. Heat (laser) does average damage to everything (barring addons that increase resistance). Kinetic (cannons and shit) does poor damage against shields, great damage against hull.
Using the extra damage modifier on Plasma cannons to bring down a targets shields, then switching it to do kinetic damage to finish the target off, you can kill any enemy really, really fast.
Scenarios are kindergarten, yet for some inexplicable reason people really suck at them. I mean, really, i go in a T1 fighter, everyone else is like T2-T3 frigates, i get the entire group of enemy elites chasing me, right when they appear, only to find that the rest of my team has somehow died, what?
Empire heavy fighters, especially of the Legion type, are freaking tanks, almost as tough as frigates lol.