Don't use any pre promoted besides wolf and Sedgar. They may have crap base stats bu turn into pwn machines. A list of people I use is Marth, Ceada, Frey, Able, wolf and or Sedgar, Merric or linde, ( you should use merric since your a newb), barst, ogma, and a couple others I can't remember currently. Class change is good for multiple things. As Yuri-Chan said it's good to get weapon Lv ups for future use. And different growth rates also are a plus from changing class. For example, if I took Ceada/ Shiida and changed her from a Pegasus knight and changed her to archer, her growth rates would change. If you want to find a list of class groth rates go to the home page, look on the left side of your computer screen, find shadow dragon and click on it, then at the bottom right look for the class section. Under the class section you should see introduction and other multiple things. Click on the growth rates under the class section to pull up the list.
If you can't find it tell me. I hope I answered all your Questions. :)