This game is entirely underrated. It has a very involving storyline with memorable characters, and the gameplay is incredibly satisfying. While it can be incredibly frustrating at times, the unforgiving game design (in terms of the characters deaths being permanent) really makes you think about the moves you make every turn. Each character has his or her own story, and that makes the death system even harder.
I'm currently on the third part of the last mission, and I have to say, this is probably the best Fire Emblem I've played (those include all FE's released in the US).
As far as support combinations and team-building goes, I've found that Shinon and Mia make an excellent duo. Give Mia the skill Adept when she reaches her third class, and she'll be nearly unstoppable. As a general rule of thumb, don't bother using any of the laguz apart from the royal ones... even ones like Ranulf can't measure up to the likes of Tibarn or the wolf queen. Gatrie and Nephenee also are a good duo, particularly if you give Gatrie the skill "Taunt" which causes enemies to target him in preference to other units. Anyway, here's my core team, separated by support pairs:
1-2 Ike and Soren - I had to give my Soren a few speedwings to allow him to double most enemies. Once he gets to that point, he's very powerful. Just make sure he has Shade equipped. Ike is probably the most powerful unit I have... his only weakness is his low resistance.
3-4 Gatrie and Nephenee - I gave Nephenee the skill "Imbue" which allows her to "tank" enemies very well, since her magic is about 13. Imbue recovers that amount after every turn.
5-6 Mia and Shinon
7-8 Titiana and Oscar - These two are FANTASTIC when paired together. They have incredibly high evasion, allowing them to effectively handle tons of enemies and recover themselves using the special skill Sol. Oscar is slightly more fragile than Titiana, so using Imbue or Pavise might compensate for that.
9. The Wolf Queen - Let me put it this way... she is ridiculously good. She is INSANELY fast and her evasion is on par with Mia's.
10. Beast King
11. Tibarn - I love Tibarn. Just be careful around archers.
I also really liked Empress Sanaki, if only her HP was higher... Equip Shade on her or you'll regret it.