Corpses are essentially gold bars. 20K for a dead alien? Sounds good!
Same thing with Alien Alloys (provided you don't need to save them for anything you're producing, that is..)
Corpses + AA on a fully stocked superhuman battleship nets you ~2 million.
Re: Live alien research
You only need to research three aliens to get to the end of the game:
Any Live Alien -> Alien Origins (AO)
Any Live Leader + AO -> The Martian Solution (TMS)
Any Live Commander + TMS -> Cydonia or Bust
...which enables the Avenger to fly to Mars with Power/Flying Suited soldiers.
Which race and rank depends on which live-unlocked technologies you get. You really only need to research three if you're picky:
Any Navigator -> AO + Hyper Wave Decoder
Sectoid/Ethereal Leader + AO -> TMS + Psi tree
Any Commander + TMS -> Cydonia or Bust
Researched ranks and what they give:
Soldier/Terrorist: Nothing beyond knowledge of their race
Medic: Medical knowledge on another race besides their own (ie: autopsy report/live record)
Navigator: Alien Missions
Engineer: UFOs
http://www.ufopaedia.org/index.php?title=Main_Page
Xcom Wiki.