My favorites before Shadows of Valentia, which prompted me to go back and start really experiencing the old games would be:
Marth
Lyn
Eliwood
Hector
Florina
Ninian
Serra
Lute
Tana
L'Arachel
Ephraim
Lyon
Valter
Ike
Black Knight
Katarina
Lucina
Robin
Cordelia
Lissa
Frederick
Walhart
Tiki (Older)
Say'ri
Nyx
Scarlet
Flora
Azura
Beruka
Kagero