... okay, this confusion I'm expressing is probably inaccurate/unfair, given my understanding is Dodge 'fills in from above', but I'll... explain that in a couple posts, specifically in the first Primary Weapons post.
Anyway, nor does the game really lean into the possibility of these specializations. There is not, for example, an enemy that fires twice when attacking but with individually weak shots, such that having decent Armor is unusually beneficial, or an enemy that eg is guaranteed to crit on a flank and has very high crit damage but poor non-crit damage such that Dodge is unusually useful against them, or an enemy that has high damage on its attack and perfectly good base Aim but counts each point of Defense on the target thrice so that being in the open is a guaranteed hit but High Cover is perfect protection even with a high ground bonus.
This stuff applies somewhat from the opposite direction, where eg a Sharpshooter leaning into Pistols suffers badly against even relatively lightly Armored targets due to their offense being made of multiple individually weak attacks, but only somewhat.
The overall result is that Dodge... exists, and can be very frustrating when eg it saves a Viper you were expecting to Death From Above or trigger Implacable and Untouchable off of or whatever, but doesn't really fill any particular niche in the game's actual design.
I'm hoping XCOM 3 either does away with it entirely or manages to actually conceptualize it as something meaningful and interesting. Certainly, the mod scene hasn't made any effort to make Dodge into a distinct and meaningful stat -even Long War 2 instead turns it into, essentially, a second-line Defense stat! Alas.
All of this means that the Agility PCS itself suffers from being unclear in its utility. It's a survival enhancement for your soldiers, but who do you give it to? Who benefits most from it? How does it compare in utility to Conditioning?
It's probably best put off on soldiers you're worried about being flanked or otherwise caught out in the open, so basically Rangers and Templar, but you certainly shouldn't count on it to save them if they get flanked. Personally, I also prefer to stack Dodge -I give Agility to Templar in part because Focus Levels innately give them Dodge, and higher Dodge means much greater odds of it doing something. By a similar token, I usually prefer to designate a (Non-Templar) soldier as being the one I send anytime I have a Dodge-boosting Covert Op I want done. This usually means a Ranger, and in turn I usually equip that Ranger with light armor. (Spider Suit/Wraith Suit/Serpentsuit)
But the whole thing is fuzzy and the only reason I don't consider Agility a hard pass on using at all is the nature of PCS looting means you don't necessarily have a better alternative. If I had my pick of PCSes, I would always kit out my Templar in Speed PCSes, for example.
The one exception to all this fuzziness is that reaching 50 innate Dodge is the point at which Hunkering Down will bring you to 100 Dodge, and thus ensure anything that has any chance of missing will be Dodged if it hits. It's too bad Hunker Down's bonuses don't apply against flankers, because otherwise this could be used to save a soldier from a flank. As-is, it's basically a point of trivia.
One final weird, essentially invisible note about the Dodge stat: it's actually ignored if the attacker is Concealed. Since the game provides no feedback on Dodge on enemies by default, there's no way to notice this on your own without either a mod displaying Graze chances or just playing a ton and at some point noticing you never get a Graze on shots from Concealment. This is essentially irrelevant on the player's defensive end, as no enemy is willing to attack from Concealment... excepting the Assassin being willing to do so with her melee strikes, which ignore Dodge no matter what, so it still doesn't matter.
Offensively, though, it means you should prefer to open Overwatch ambushes by having the initiator shoot an enemy with Dodge if there is one (The Overwatchers in the ambush will not get to ignore Dodge), makes Reapers unusually good choices for risky shots on Codices because they'll either miss or do full damage, no possibility of a Graze, so long as they're in Shadow, and gives a hidden bit of utility to Phantom and Conceal. This is particularly relevant to the base game, where Phantom may be thrust upon one of your soldiers by the Advanced Warfare Center and you should try to make the most of it, but even in War of the Chosen you should keep it in mind when taking into account Sitreps, or if eg you have a Savant Ranger and Art of War and find yourself running out of skills to buy such that you might as well at least buy Conceal.
Also, to be clear this is specifically the attacker being in the Concealment state. This isn't like how Shadowstrike triggers if the attacker starts the attack unseen by their target: a Ranger can't avoid Dodge chance by Slashing from around a corner, nor a Sharpshooter by firing from beyond sight. Nor is it defined by the enemy's readiness state; alert enemies will still have no Dodge chance if their attacker is Concealed.
It's a weird detail the game never hints at and that's virtually impossible to figure out on your own, though it makes a certain amount of in-universe sense given Dodge seems to be intended to be literally the victim... well, trying to dodge. Can't dodge if you don't know the attack is coming, after all.
Conditioning
Adds HP to the soldier.
Basic: 1 (2)
Advanced: 2 (3)
Superior: 3 (4)
Toward the beginning of the game, Conditioning is an excellent choice to put onto anyone. Even one HP is a fairly obvious boost in survivability relative to low-level, low-tech HP values. (Too bad you can't give PCSes to Rookies...)
Later in the game, it becomes harder to justify. Colonels in endgame gear aren't far off from 20 HP, and the serious threats hit so hard going from, say, 16 HP to 20 HP doesn't necessarily help at all. A Sectopod can one-round such a soldier either way. ("But what about Armor" I hear some of you wondering. I hope you're talking a Blast Padding W.A.R. Suit-wearing Plated Vest-carrying soldier, so they have 21 HP and 4 Armor: the Sectopod's 2 Shred will work out to it doing 6-7 damage followed by 8-9 damage; at that point you actually can survive even with a crit, as it'll do 18-20 damage, leaving you barely alive... oh, but if it rolls two crits you're just plain dead)
That's a particularly extreme scenario, but it's generally the case that even a Superior Conditioning might save a soldier, or it might be totally worthless. Particularly problematic is that the obvious classes to give it to tend to be more interested in other PCSes.
Late game, Specialists are probably the best class to give it to; they don't need boosted Mobility to do their core jobs, and several of their abilities don't care about Aim, and in the case of medical Specialists it's particularly critical that they survive so they can patch up everyone else. In War of the Chosen, Focus is worth considering for them instead in hopes of maybe warding off Mind Control/Panic, for much the same reason of ensuring they're actually in a position to save people when things go wrong, but Conditioning still doesn't really have better soldiers to go to.
Personally, I feel like Conditioning should've provided Armor. At the exact same values it would've been a lot more meaningful; an early Advanced Conditioning that gave Armor instead would make the lucky soldier take only 1-2 damage (Up to 3 if they crit) from basic ADVENT Troopers, dramatically improving their survivability (Where currently a Legend Squaddie getting Advanced Conditioning is going from 5 HP to 7. Not guaranteed to be two-hit-killed by an ADVENT Trooper, sure, but still very likely to be two-hit-killed, so who cares?), and it'd be relatively natural to slap Conditioning on troops you intended to put in heavy armors to maximize their Armor. It wouldn't even be a broken, abusable strategy -a surprisingly large number of enemies have Shred on their primary weapon, or present hazards that don't care about Armor at all, and pity damage would ensure that when dealing with the handful of enemies that genuinely couldn't cope with high Armor you still couldn't get away with standing in the open and taking it.
Sure, the PCS concept doesn't naturally lend itself to justifying Armor boosts in narrative/conceptual terms, but it's not like it lends itself to justifying HP boosts any better. I have a chip in my head, so a bullet that would blow someone else's head off magically fails to kill me? Why, exactly? Boosting Armor wouldn't actually make less sense, conceptually, than the current benefit, while being vastly more interesting and meaningful on the gameplay level.
Mind, this is part of a broader thing of XCOM 2 being overly-cautious with the Armor stat, particularly for the player but also when it comes to enemies. I even understand why the devs would want to be cautious with Armor.
But I'm still hoping XCOM 3, if it straight-up ports the PCS concept, either goes with more generous numbers or replaces Conditioning's HP boost with an Armor boost.
Speed
Adds Mobility to the soldier.
Basic: 1 (2)
Advanced: 2 (3)
Superior: 3 (4)
Speed is good on any class, of course, but it generally provides the highest value to Rangers and Templar by extending their melee strike zone. Rangers and Templar with the Reaper skill particularly appreciate the ability to bounce around in whatever order most efficiently utilizes their declining damage, but in general it's great for them.
Alternatively, it can be worth considering putting on Sharpshooters so they have an easier time keeping up with the group, particularly if you like to bring them onto timed missions but still like to use them as Sniper Rifle specialists instead of Pistol specialists. I don't think this is a particularly great use of a Speed PCS, but it's not bad.
Reapers are also an interesting possibility since Shadow is a multiplier of their base Mobility. It's only a 37.5% multiplier, but that still means a Superior Speed or boosted Advanced Speed will tack on an additional point of Mobility outright. I'd generally rather give a Speed PCS to someone else, since Reapers are very capable of pulling far ahead of the group for several reasons and don't really need more Mobility, but there's worse ways you could use a Speed PCS, and if your run has an unusually large number of them... why not, at that point?
In a bit of a reversal from the prior game, where Supports had a desperate need for speed to do their core job, Specialists are probably one of the soldiers who least appreciates Speed PCSes. Their support duties don't require line of sight or line of fire on allies, while their offensive effects are quite generous in such regards, and if you take Ever Vigilant even a turn spent Dashing to catch up with everyone still results in them being ready to take a shot.
The remaining classes come down more to playstyle and judgment call stuff. A Salvo Grenadier, for example, can be argued either way; on the one hand, if they're spending combat turns not moving at all, it's not helping, and approaching/flanking doesn't benefit grenades or Heavy Weapons. On the other hand, more Mobility means it's easier for them to keep up with the group in spite of their fighting style leaning away from movement, and also makes it easier for them to find opportunities to use their cannon to contribute instead of having to burn up one of their limited-use attacks.
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Curiously, there's a complete image file for a Psi-boosting PCS:

This would admittedly be a bit silly, as only Psi Operatives would get any benefit out of it and their stats are already tuned so that a maxed-out Psi Operative doesn't really need any further Psi, but it's still a bit surprising to see that they got far enough to make a complete graphic before... deciding it was pointless or whatever happened there.
It's also a bit frustrating, since Psi Operatives are left with no particularly good PCS options as a result.
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I like the idea of PCSes, a tool for customizing your troops and an alternate approach to making it so that looting your enemies' stuff is part of how your soldiers improve, but the execution of PCSes in XCOM 2 is very lackluster. Perception is unequivocally the best of the PCSes, Speed is second-best, and the rest just kind of exist and don't have clear roles. You might as well plug them in anyway if you loot them, as it's not like they sell for a ton of Supplies, but they don't fill niches in the game or anything, they're just sort of... existent.
Thus, it doesn't really end up being a customization system at all, and the benefits as far as loot-based improvement are pretty narrow. It doesn't help that PCSes are acquired disproportionately from Supply Raids, where you're already getting piles of loot to boost your troops: they end up a bit drowned out in the midst of you getting the resources you need to buy the latest gear and whatnot, particularly in the base game where a competently-run campaign doesn't necessarily need more than 6-9 soldiers across the entire run and thus rapidly stops caring about the intermittent basic and advanced PCSes being semi-regularly dropped by enemies.
I'm particularly puzzled by the nature of the benefits selected by PCSes. The general shape of the concept really suggests a way to gift skills to your soldiers, which would've been an interesting way to make high-level soldiers less crucial and open up all kinds of interesting choices, where stats being provided is just plain mystifying from a chip in your skull. Admittedly the question of 'what happens if you give a skill PCS to someone who already has that skill?' would be a problematic one, but that could've been sidestepped in any number of ways, such as making PCSes provide skills not normally available to classes.
Ah well. PCSes are also a novel system, so it's not surprising the game didn't get them perfect.
Next time, we cover Weapon Attachments.
See you then.