When I play a Fire Emblem game, I like to play on the hardest difficulty there is with no arena abuse or characters like wolf/sedgar. I also like to have at least one character of each magic type light/dark/anima or more, two flyers(one pegasus/falcon and one wyvern/dragon), a general, theif/assasin, swordmaster, bow unit, hero, and a berserker/warrior. I usually pick units based on wheter I like their personality(except prepremotes), not really their strenghth, unless they are incredibly weak.