Kill off every unit (besides Marth, of course) obtaiable up to Chapter 4. Before the first Battle Prep screen, Malledeus will tell Marth about reinforcements; these reinforcements will most likely be promoted units. This is a useful tip for players seeking a challenge. Unfortunately, this removes any possibility of a Marth- only playthrough of Fire Emblem, or which I like to call "Tyrant Runs". This is also useful for inexperienced players. Obviously, promoted and random units can make the game more fun or challenging.
Remember the the minimum wager for a fight when you first enter an arena because the lower wage the easier the opponent. Exit out of the arena and reenter until you get matched against an opponent that you think you will be able to defeat.
These are "x" chapters, which are extensions of regular chapters. To access, you must have less than 15 characters survivng at a time. You must not recruit (or kill off) characters which you will not use. There are fairly strong new recruits in these chapters, and MOST are worth recruiting. The chapters are:
Chapters 6x, 12x, 17x, 20x, and 24x For 24x, you can have more than 15 characters, but you must have Tiki, the manakete girl, dead and you cannot have the Falchion sword. An easy way around this is to just have Tiki hold the Falchion, then die. The sword is sent to your caravan, but it counts as being "lost", so you will be able to continue. In 24x, you will be able to recruit a super strong manakete, Nagi, and she replaces Tiki very well, and she will replace Gotoh as the recruit of the Endgame chapter. REMEMBER: for the other chapters you can't have more than 15 characters. You need Bantu to recruit Tiki, and you will need to establish a good team ahead of time before you just randomly pick some characters to keep. Some units are essential, such as a thief (a ballistician is recommended, preferably Beck), and if I recall correctly you will need Caeda for some recruiting later. This is NOT for BEGINNERS. DOn't attempt your first time through, the Gaiden chapters can get pretty ridiculous sometimes.