Hm, it's hard to give general tips like that for a game with so many possibilities.
I played my first run through the PSP version with
harsh restrictions because it's a genre I really enjoy taking seriously (a curse, since that also makes many exploitable/broken/poorly balanced SRPGS like the new Fire Emblem totally worthless to me). I didn't allow any characters to faint a single time, I ignored the CHARIOT system (which lets you rewind turns to fix mistakes), and I made sure not to retreat from any battles or went out of my way to grind. It was a personal hell I created for myself that TO handily accommodated. I say this not to discourage you but to point out how I think everything is flexible enough for experimentation. I'm sure you'll find your own path through the game once you settle into a groove that works for you.
Firstly, I think I would advise to make use of CHARIOT whenever you hit a snag. Also, don't be afraid to take advantage of Canopus (redheaded hawk guy you can recruit early on) since he is almost "Final Fantasy Tactics Cid" powerful compared to the rest of your party at that point in the game. Understanding the strengths and weaknesses of each character class is useful, but I think simply playing and trying to keep everyone varied will go a long way.
At the start of the game, make sure to have a party composed of a couple healers (clerics/priests), a couple long distance attackers (wizards, preferably, since archers take a while to get better), and some tank-y melee characters (like knights). Try not to put anyone into situations they can't handle, and be a bully! Ganging up on enemies to take things out one by one is a lot better than leaving a bunch of wounded foes running around. You also don't have to move everyone off in every which direction--sometimes keeping units in tight groups does wonders for their safety.
Once you get the hang of things, you'll be able to branch out to stronger, more exotic classes, incorporating specialized units like ninjas and stuff.
