Seems like Azura is popular! I suppose blue lancers counter all the red swords, she's fairly strong and can sing too, so an good all-rounder when combined with strong red and green units.
I've pushed Olivia all the way up to 4* and she's pretty good, but doubles up with my Lucina for the red Sword spot, that's why I'd like Azura.
In terms of series favourites that aren't there yet, I'd like to see Cormag, Harr, Innes, Seth, Titania, Soren, Tanith and Elincia. Zihark too.
The game is pretty much a celebration of the series for me. A bit like FF Theatrhythm really, it's nice to dip into for a few minutes and be reminded of all the cool characters I've spent dozens of hours fighting battles with.
I wonder if we'll see stuff like the Hoshido Kinshi knights (flying archers).