Are Marth and Roy in this game?!!
(can I still get away with that while having a Roy avatar from an image found solely within the Fire Emblem: Hasha no Tsurugi manga, one that clearly shows that I am an extreme Fire Emblem nerd? Maybe.)
Anyway, I have played through most of them (don't think I got anywhere in Gaiden and FE5 and I think I also stopped partway through FE4 when I saw that I just wasn't really interested by it). I have played through most of them _several_ times. My personal favorite (despite what anyone says about the system being dumbed down) is the story that the combination of FE6 + FE7 has to tell. Those games just strike me as being polished while, barring some seriously good level ups / deliberate arena usage, being very difficult in their respective hard modes (I have fond memories of consistently losing in CH10 in FE6 due to a desire to recruit Klein, Tate, Echidna AND visit all the villages on hard mode, something I consider mostly impossible).
Of course, I am not a 'competitive' FE player by any means. I've checked out a few of the forums and the extreme debate over how good a character is (factoring in like every single thing possible such as what types of weapons the early game enemies have more of) and how to achieve the best rank was definitely off-putting. This may sound scrubbish but I remember someone talking about Rath (from FE7) and then someone else came in with a gigantic list of why not to use him. It just strikes me as very odd to tell someone not to use a character in a game driven solely by the characters, both inside of battle and outside of it. If someone wants to use a character in a single player game (and your endgame party can have a dozen characters) I don't really see the point in the debate. Again, to some of you what I am saying right now is the scrubbiest stuff ever, but that's fine.
Anyway, I played a tiny bit of FE12 and thought it looked polished and quite fun. I had to stop due to some other stuff but hope to get back on track with it soon. I though FE11 was good but it lost a lot of the 'human' feel it had, somehow. I felt no connection to anyone or anything happening. Oh well.
Also if we are discussing favorite characters then I will state that my party usually consists of all the cute female characters along with the lord(s) (obviously!) and only the most bad-ass male characters (no other males are allowed because they make the team seem less manly, clearly). The character(s) that I almost always use are (from FE6-10, as I have played those multiple times) Percival, Legault, Joshua, Mia and Sothe. They exude cool. Also I like swords. Also I am a fan of the boss Narshen in FE6 because the dude is seriously a creepy bastard. He's vain and he attempts rape twice within the span of the game. TWICE. All bosses should be this creepy.