You didn't waste Gregor btw, only avatar/gaius/donnel could pass it down. In all honesty, they're both good units, but Tharja's kid can go dark magic, and dark magic wins. It's what I did, and honestly, there's a decent amount of people suggest Gaius/Tharja in this thread and other places, it's also a pretty fun support.
Guess I'll give that a try. Even though I've about gotten through the main game Dark Magic still hasn't stuck out to me as particularly great, but that's probably because I haven't given Henry a shot and my Tharja is barely capable of magic at all (and when she does use Nosferatu or Ruin she always has like 50% hit rates and bad damage output when she does hit). Cordelia is a Sorcerer now for Vengeance since she's already hit 20 in Dark Flier, so maybe she'll sell me on it.
If you get all the way to 20, you can reclass as what you already are without downgrading your class.
This is true, but I'm not really sure why you would want to do that. I'd rather get some other skills than repeat a class. Only reason I would go back to a class is if I didn't have anything worth getting left in any of the others and wanted to finish out in a particular class. And by that point you're probably close to the caps anyway.
Which makes me wonder, what happens if you go from, say, a General (with really high Str and Def) to a Swordsmaster (with lower Str and Def caps). Do those stats over the cap just vanish or can you keep going through classes and get all your stats around 50+ (or 60+ with Limit Breaker)?
Edit: So stats stay at the caps but the game remembers the max a stat has been so it can go back up if you change to a class with a higher cap. That makes sense.