I'm relatively new to the series started with Awakening and played Conquest as well.
Frederick really stuck with me as a character. Enjoyed how absurdly broken he was early game. His interactions with Chrom were hilarious and the fan comics that were made with him were great as well.
As for waifu material, I go for either Cordelia or Anna. Anna's lack of dialogue with other characters is a real shame though.
For difficulty I prefer classic, lunatic. A bit too challenging, but hard felt a bit too easy for me, especially later in the game.
I usually stick with defense boon, with a flaw of skill. Prefer characters that can clog up passageways and take minimal damage.
I'm a big fan of the gameplay and the dialogue events of the series. Watching the fights are entertaining, hoping my evasion works out in critical moments and those 3% enemy criticals never land. Conquest improved many aspects of it as well as making some nice additions like ninjas.
I think Gaius was the first character I got killed, and I'm pretty sure it was at my hand as well. Didn't know you were supposed to talk to him and I wiped him out instead. When I heard the music change when he died I figured I done something wrong.
My main gripe with the series is probably the story elements. Awakening was pretty lacking, but it still had its moments. It's character's were pretty one dimensional, but they were still fun and likable. Conquest had downright terrible writing with how dumb the characters were acting in the story. It's character's were less memorable as well, and I put the game down just before completing it due to these flaws.
As for new Fire Emblem games, I'm pretty much just going to wait and see what happens. I may pick up any new games if they interest me when they come out.
For similar games I would look into the Advance wars games, Yggdra Union, Xcom, and the Disgaea series.