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The only ones I've completed were Sacred Stones and Rekka no Ken for the GBA, but I've also played Shadow Dragon, Fuuin no Tsurugi and Thracia. Unfortunately, the whole convoy being a separate unit thing stopped me from completing the earlier games because it was an unwieldy mechanic.
Played and beaten every Fire Emblem games that came to N/A as well as New Mystery Remake (FE 12) via emulation and English patch.
Sadly, I never had the opportunity to play any of the Fire Emblem titles made before the year 2000 since I first discovered the series through FE 7 in the early 2000s (2005 I think). The standard difficulty I started with on a first playthrough was either Normal or Hard depending if I want to enjoy the story first or decided to got for a little challenge right away, but nowadays I start with Hard right away since Normal Mode is kind of too easy for me now.