I've only played FE7 (Blazing Sword, the US GBA one) and a bit of FE6 (Sword of Seals, fan-translation). FE7 is awesome, I'm replaying it at the moment, as well as having just started the previous game; whilst the gameplay is practically identical, I much prefer 7 so far.

I really like the Pegasus Knights in 7, Florina and Fiora (haven't played through Hector's story yet so no Farina), who are so damn useful for hit-and-run attacks. On the replay, I managed to get Sain to Paladin by 18x, which is a testament to how much arse he kicks, considering everyone else is about lv15-16. Can't wait 'til I get Nino again, since she's seriously awesome; I got her to promote from lv5 in two missions (not counting the mission you recruit her in since I managed to do sod all with her there). And of course, Hector is an absolute beast. Last few recommendations are Dart who is brutal as a Berserker, Canas whose Luna is awesome against the later bosses, and Rebecca who is a way better Sniper than Wil.