I've actually never beat The Sacred Stones (or Blazing Sword (just "Fire Emblem" in America), though I have beat Shadow Dragon) because of, well...I guess because of how I always want to play. I'm a fan of the Pokemon series (Pokemon Crystal was the first game I ever owned), and you tend to get better Pokemon if you raise them from the ground up. Add in the fact that the more powerful units tend to be experience thieves (I'm looking at you, Seth), and I always want to raise all my units evenly. The lowest-leveled characters were always in, the highest were out. The problem is that Fire Emblem doesn't do one specific thing that a lot of other RPGs do: Grinding. Most RPGs require grinding, and many people see that as a bad thing. However, in Fire Emblem, when there's no ability to grind, you run into problems--in this case, the fact that you have to leave some characters on the bench. You just can't raise everyone. And since it's natural instinct to make sure you carry your entire team the whole way, well....
I learned from Shadow Dragon, where, in order to do the bonus chapters (many of which require you to have 15 or fewer living units to unlock in a game that tends to throw two or three additional units your way every chapter), I was forced to let units die. Not even let them die, but specifically try to get them killed! So now I'm trying to raise a smaller team. I.e., not raise everyone.
Who is this team on this runthrough? Ephraim (I kind of have to, as he's my Lord and I can't choose to not send him out), Colm (I love thieves, though Matthew from Blazing Sword is much better offensively), Neimi, Amelia, Ross, Natasha, Marisa, Joshua, Franz, L'Arachel, Tana, Cormag, Ewan, Lute, Artur, and Knoll once he joins (I'm a fan of magic users and Mages in particular, if you couldn't tell), with Gerik, Kyle, and Garcia filling in on occasion. Oh, yes, and also Eirika when she rejoins as well.
Anyway, wish me luck with that, I guess! I'll update with thoughts and the like once I'm done with the game!