In terms of FE games, I'm still a newcomer - I started with Sacred Stones (stopped at Chapter 5) years ago and moved on from the series, then had another go with FE starting last year with Awakening (Chapter 23, so nearly done), while also starting Binding Blade (Chapter 6) and Path of Radiance (Chapter 9) this year.
Of those 4, while I like the UI of Awakening, I think Binding Blade and Path of Radiance have better objectives and maps (been too long since I played Sacred Stones) - too much routing in Awakening. That being said, I've had to save scum a lot more in Awakening than the other 2 games (all games played on Normal with permadeath).
So my very short list would be:
One thing I'm curious about - in all the games I've played, I've been trying to level everyone evenly besides the Jagen characters (Cecilia in PoR has been the sole exception as sometimes I've really needed her). Am I going about the wrong strategy - is it preferable to level up a small core group of units rather than spreading EXP to everyone?