Movement Points is displayed in blue, at the top, Health Points is in Red underneath, and to the right is a green + which is your Action Points
Try to use your movement as efficiently as possible. Don't be scared to move one square at a time, especially if you're going around a corner, or moving to places you can't quite see yet.
Don't go around corners or open doors without first peeking, you won't waste an ability point, and you'll have the advantage of seeing the enemy before running out of movement points.
Move as far as possible before hacking monitors or using your scanner with the Engineer, that way you'll have a chance to have full range of your scan and be able to hack more efficiently.
Buying Stims are highly effective for getting that extra boost, to either escape from the guard you KO'd, or reaching places which you can scan for cameras and better vision.
Killing (after a KO) will raise your Alarm level and uses Action Points so use it only when necessary.
Learning & using the hot-keys will make you more efficient, and simplify game play, so try to take a moment and figure out what does what (check out the Getting Started Guide).
Careful with the current version of Droids, if they find you and are alive on the enemy turn you'll be completely obliterated, especially since the Spy's weapon Dart Gun is useless against them. Best to move slowly and carefully as you go, until you get a hang of the game.