isn't the DS game just a remake of the first Fire Emblem game on NES? Unfortunately I'm not too interested in it, mainly because the artwork looks so bad. The GBA ones look way better imo.
Check out the thread in the DS section for my thoughts on what I've played thus far. Sadly, the new DS game seems to be a few steps backwards in just about every way possible. *sigh*
As for RD, you will soon come to understand that Nepheenee is a unstoppable force of destruction once she gets a few levels under her belt. You could quite literally beat the end maps with her and Ike alone. Actually, every character is good if you train them up, some just have better level caps or stat bonuses than others. It really comes down to personal taste. As with most new Fire Emblem players, you seem to be sticking with a lot of Cavalry and Knights. Maybe on your next run through, you can try switching it up to Sword Fighters and Mages.
To see if any of your lightning casters can use Thoren, check their lightning level mastery (either E, D, C, B, A, S, or SS) and compare what is required to use Thoren (probably a C or higher). The best lightning mage in your company ends up being Illyana, who is also quite the bad ass with some experience and an "A" support. Using weapons with a higher weight value, like Steel types, increase the speed at which you level up weapon mastery. Basically, once your characters strength (or magic for mages) equals the weight of a steel weapon, you should switch him/her over to them permanently.
That's it for now, hope you continue to enjoy the game. I am a fountain of FE knowledge, so feel free to tap my brain if you have any questions about anything in the game.