For the Blue Lions, I had:
Dimitri: Great Lord (massive hp + strength means he can destroy most of the map by himself)
Felix: Mortal Savant (somehow same strength as dimitri, with nearly as high magic)
Ashe: Bow Knight (good mobility and range but didn't get good stats...)
Mercedes: Gremory (white magic x 2 is so good! also she's the perfect healer)
Annette: Dark Knight (high magic, low speed. still really useful)
Ingrid: Falcon Knight (she gets hit by about 5% of all attacks, its hilarious, + best resistance in my team)
Lysithea: Gremory (I got her too late for anything else, she would be really good at dancer though)
also I had Flayn as Holy Knight (even with her bad riding skill, she was still really good) and Seteth in Wyvern Lord