Just to make it clear, my melee character is one of several characters that I've used to play through (most) of the existing content - although he IS the only one I've actually had significant trouble with in Junkyard. Most of your other suggestions on playstyle aren't particularly helpful (to me, at least), Elhazzared, because I've already used them in other builds. I have a gunner who uses grenades. I have a dedicated psychic. I have a stealthy crossbow guy who uses traps.
Even with those characters, the huge chunks of health and damage output from later opponents can become frustrating. I've watched my gun specialist dole out 300+ damage in a single well-aimed shot, only to have a Mutant shrug it off, walk across the entire screen, and then kill me with a gout of acid. Special crossbow ammunition is handy, but useless when battles are deliberately designed to pit you against three or four opponents at once.
Stealth is certainly a viable approach to most situations in the game, but as with most skills it requires a very heavy investment to make it usable, and requires you to wear very light armor (meaning that combat becomes even more of a death sentence). Plus, of course, there's no real reward for being stealthy - beyond surviving and gathering loot from containers, you miss out on significant XP gain, making you even more ill-prepared for later parts of the game.
The most common suggestion tends to be 'build and use grenades', implying that all characters should invest heavily in Mechanics and Chemistry. When the most common suggestion for success in mid-game areas is 'make and use the best explosives in the game', then the balance is probably off a little. Besides, those explosives won't be of much help after you've thrown your first grenade, and you're stuck on 'grenade cooldown' for five turns.
Regardless, I understand that this is a game that's still in development. Shields will almost certainly shift the balance a little, once they're implemented. To make it clear, I've enjoyed what there is of the game very much, and I've apparently sunk 180+ hours into it already (if my Steam account is to be believed). I simply felt compelled to comment on the fact that, for an Alpha that only presents us with the first 30-35% of a game, the enemies quickly become overwhelming - before the campaign is even at it's halfway point.
I just don't relish the thought of running into opponents with 1,000+ Hit Points at mid-game, and 10,000+ at end-game.