Played Blazing Sword, Sacred Stones, Path of Radiance, Radiant Haar, Awakening, and Conquest/Birthrights/Revelations. Sacred Stones and Radiant Haar were the weakest ones in my mind due to difficulty issues, although glitching Stones around definitely has its moments.
Blazing Sword's gotten the most playthroughs by far, if only from having it the longest and not really caring for Stones when I was younger. Then HHM became too easy ;-; (HHM Cog of Destiny, though)
Shameless user of Matthew and Balancewood, who both reliably turn out marvelously. Shame promoting either of them in HHM drops your funds rating >.>
Also an advocate of not promoting Hector in EHM. I mean, you want that funds rating, and he still easily OHKOs Light-Linus. Don't see a need to make him better.
Awakening got the most grinding, trying to beat each DLC in as few turns as possible (still grinding for Apotheosis and a few others). And lastly, Fates got... almost nothing. But the difficulty creep in Conq-L is really something that should be experience by every brave FE player. Conquest for gameplay or difficulty, Birthrights for story(?), Revelations for content.