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By the end of the game you will come to realize that Alicia is so OP she can finish a lot of missions by herself if you give her enough 'order' boost.

Level up scouts and shocktrooper first. Level up Lancers next, your lancers isn't extremely important until you get to your first real boss fight. Then they become very important.

Tanks aren't very good other than for specific tactical purpose such as blocking route or protecting vunerable troops. In general if you can do something with a tank for 2 CP you can do the exact same thing with a troop for only one CP.

Engineer are pretty much useless late game. I've only ever use them midgame.

Sniper are HORRIBLE until you up their level to reach elite status. their accuracy is crap and they have poor amunition, I suggest you level them up only after you've gotten to late game and can afford the xp.

Alicia, Rosie and Largo on every mission for their extra CP.

Vyse is killing god, second only to Alicia is usefulness.

Some character actually gets worse once you unlock their full potential

Always visit the old man in the graveyard after every mission (once you are able to access him) since he teaches you orders and you want to bug him until he teachs you awaken.