It certainly depends on the classes you prefer the most. I leveled up Scouts and Shock troopers first, followed by Lancers. And from time to time Engineers and Snipers.

Even if a certain class doesn't have a high level doesn't make it useless, so when needed I could call Engineers and Snipers to the field for support.

I agree with you about the sniper accuracy, when you don't have access to the better weapons with a high accuracy ranking if you shoot your enemy from the front he will most likely dodge making you waste 1 CP. You always have to shoot enemies when they are not facing you.
Fortunately once you get good weapons, good positioned snipers help a lot more.

I leveled up my Scouts first, then shock troopers, then snipers, then lancers.

To be honest, lancers will not make much of an impact on the battle with Maximillian. The only thing you need them for is knock of the side cannons which are not that hard to do. My three lancers were on level 7 and did their job pretty well.

I'm on chapter 15 and only have my scouts at Elite. Haven't played the skirmishes yet saving them for the end.

And Krunal your right I had Oscar from the beginning and around level 5 he became my number one killer. Get him in any sort of nest with even a descent rifle and he is deadly. It might just be the way I always use him though, because I have picked up other snipers from time to time and none of them seem to have the accuracy that Oscar has(even with B and A class rifles).

Other than that Shocktroopers are my most useful soldiers. The scouts and engineers clean up the battlefield for me. Lancers really I don't use them the tanks take care of everything that needs to be blown up taking only minor punishment if placed right.

Lorx you basically wrote how I used unit types Guess we have similar play-styles.
Well used scouts units devastate anything in the path and are useful for defending too. Also Marina rocks, her "Ultra Accuracy" potential triggers 80% of the time I use her.

Yeah I'm at the battle where Alicia gets challenged(chapter 15). Found out my levels are too low. Started doing the skirmishes and got everyone up to 13. I love it because I was just talking about how low my levels were and then bamm I get whooped.