gosh, I love/hate these guys. The first time I encountered one of these was in Spartan Ops with my friend, and I literally yelled when the zig-zag attack happened, since I wasn't expecting it. Hate 'em for that, love 'em for the look.
This is the most (or second most, Knight Commanders are just as irritating) brutal enemy on Legendary difficulty. One shot kill weapon with near perfect accuracy? Yep. Teleportation spam and cover-ignoring melee attack? Indeed, it has that ability.
The teleport-lunge is actually appreciated, at least by me. Strafe to the right as the Lancer approaches, it will miss with it's attack. Three different outcomes will occur next.
1) You dump enough ammo into the Lancer while it's recovering from the animation for it's shields to break and you can assassinate it/you are properly positioned to assassinate it while it's recovering.
2) It immediately warps away.
3) It turns to face you faster than you can react and no-scopes you with it's Z-750 sniper rifle.