Thanks for the comments.
Ah, that seems a bit similar to FE Fates, except that the stories don't have a shared route.
I wouldn't mind doing it, but I doubt I would have the time for both. I'll probably try the originals at least a bit though, I've always wanted to see what they were like.
Back when Fates was announced, I really thought about doing that, but just couldn't find the time, and now not only has it been released, but there's even the 3rd path out now. It would probably take at least 5 months (probably more) to work my way up through all the games to get to fates Fates, so for now, I started playing Fates (probably going to choose Anya route first) on classic hard mode. Since there doesn't seem to be (so far) a major connection to previous titles in the series, I'll probably work my way up starting from the first after I finish Fates. Incidently, I'm finding the game really difficult right now, as it's really different from the previous tactical rpgs I've played like FFT, Tactics Ogre, or the more recent Devil Survivor 2. I'm enjoying it though. :)