I would advise purchasing the modules that you really need and just complete the game with those specific modules. When you do that just replay the last mission as there are a lot of aliens in that mission that give a lot of nano catalyst (including ones that give 5k each).
As for the type of gameplay, it really depends on your style. I personally went through the entire single player remaining subtle and only eliminating the necessary obstacles (with supressed weapons) that get in the way.