Goin' through the game without losin' a single unit is easier than ya'd think. Once you've a decent amount of experience in FE, shouldn't be all-that hard.
Depends on the character. Class determines most everythin', but each character has different stat "growths". For example, Swordsmasters have always been downright lethal since they double everything, but some Myrmidons have such a pathetic Str growth (ohai Athena) they're downright shamed by better units of the same class.
Also, Bishops are generally inferior to every other Magic usin' class. Druids are bulkier and can still use staves, Anima-Magic wielders can be on horseback (Valkyries), and it seems like Mages in general have always had better stats. Minus Res, 'course. Only reason t' use a Bishop is 'cause the actual character is great IMO (ohai Lucius).
In other words, choose your units 'cause ya like 'em since there's no way t' tell who's actually good from who's shit; unless if they're already pre-promoted early on in the game. Those guys are always shit.
Guilty of the same.
I actually didn't learn 'bout the Gaiden chapters until a month of two after beatin' it the first time, since I never let myself lose any units.
It is part of the new reclassing mechanics.
This is a godsend as it allows you to keep building your character to max potential but now it requires reclassing tokens so there might be a limited amount of times you can reclass