Yes, I agree they should all have a better selection of things to say.
As for the Commandos themselves - well, because they're not wearing substantial armour like the Stormies, I think they should be a lot faster ( the ability to run would be nice ), and a lot more evasive. They should dodge, duck, roll, dive for cover - even hit the dirt and start firing.
Of course they should also co-ordinate Stormie attacks, and try to outflank you.
I think they should also run for health packs and armour (if available), and pick up better weapons if they find them. This would help to reduce what is available to the player, and make fighting them more tactical and challenging.
They should be the Best of the Best of the Best. ;-)