I'm a pretty big Fire Emblem fan, having played and repeatedly beaten all the localized games except for the DS one, which I can never find in stores.
I can't speak for how or whether the games before Fire Emblem 7 were from each other (the GBA game with Eliwood that immediately predated Sacred Stones), but FE7 struck me as being extremely old-school in its design and philosophy. It seemed generally more difficult, money was tighter, promotions were tougher to get, and grinding was nearly impossible since outside of abusing Arenas (which was dangerous in and of itself) there weren't many ways to beef up your characters. Oh, and make sure you buy everything you need from the stores, because there ain't no going back afterwards!
By contrast, Sacred Stones seems like Nintendo was trying to modernize the series. Being able to revisit shops is hugely beneficial. Grinding is not only easy, but the creation of two separate areas devoted to that makes me think the developers are encouraging it, especially since three characters in particular start out pathetically weak (they ain't killin' nobody; the reverse is not true!) but can morph into the most powerful characters in their classes. And yes, even without grinding I'd argue Sacred Stones is the easiest of the localized games, especially if you choose to follow Eirkia over Ephraim when given the choice
I think the developers did a better job of bringing Fire Emblem into modernity with the Gamecube and Wii games, especially since random encounters are a pretty big drag on the game's pacing, but I like the fact that Nintendo tried, since I'm not masochistic enough to say that I prefer how FE7 went about things.
I also like how the maps tend to be wide open, in contrast to the choke-point heavy GC and Wii games, and how enemies in particular seem to take advantage of this with their high amount of flying units. Add to that the high volume of recruitable characters, and how you almost always get to make a choice between two very different classes when promoting your units, and I'd argue, based on memory, that Sacred Stones is probably one of the most flexible of the Fire Emblem titles.
A quick tip for new players, do not use "Seth", a least not until you level up your other characters. Seth is an advanced unit who will demolish most units of a fair portion of the game, but he will suck up all the EXP that should be going to everyone else, crippling your army. Your other units will gain entire levels from a kill while Seth will only get 2-10 EXP out of 100.
Building on this though, you can use Seth for the first several maps (until you get a decent sized army) very effectively if you simply strip him of any weapons that he can use in combat (swords and lances). That way, you can effectively shield/rescue other characters without worrying about losing a unit, since it'll be a while until Seth can take real damage from enemies. Additionally, you can use him as a pack mule to store excess items for the first handful of maps, since you don't get to store items until a fair way into the game.
Stupid.... 30 minutes wasted because Moulder can't heal himself and Mercenary guy couldn't do 24 points of damage.
Now I have to do this mission again for the 6th time...
The one that killed Moulder was at literally 1 HP. I know healers can't attack but they should have the ability to random proc a heal on themselves when they are in battle.
Your healer(s), and most other characters for that matter, should always have a healing item in their inventory. Assume that your healer can take a maximum of one hit without healing himself/herself, and the only real danger they'll ever be in is from the fog of war maps.
So far I'm about 10hrs in and have only lost one unit. Hope that doesn't screw me over in the end. Also gold seems really hard to come by. I want to do side quests but I'm worried i'll use up all my equipment and won't be able to afford more to progress the story. Overall it's been pretty fun but I don't really know why since it is pretty much the same thing over and over.
Make a habit of selling off excess items, and especially keep an eye on enemy inventories to snag the Jewels they often carry (which you can sell for several thousand). You'll need a Thief/Rogue to steal those, though, so keep one around. I'd promote your Thief to a Rogue, since there are two better Assassins you can promote (although Swordmasters are better...), but the only other Rogue in the game is quite mediocre.
As for the grinding maps, I've noticed that two or three enemies drop things you can sell, or just money directly, so they about pay for themselves. The second grinding map is actually quite profitable to grind through, although you'll need a Thief/Rogue to take full advantage.
Finally, and most risky, you can always resort to Arena abuse.
: : Just make sure you're not fighting a swordmaster!
Basically, unless you're blowing your cash on Silver weapons, money won't be a problem for most of the game. Just don't expect it to be super-abundant until near the end, either.
With a game that requires so much mission restarting why is there not a fast way to restart missions?
Press A+B+Start+Select simultaneously at any time to soft reset. From there, it only takes a few seconds to restart a map.