actually my heather turned out amazing but she might of been str blessed. i also used illyana since she had a bond support with mia that carried over from PoR as did callil/nephenee
Heather is the best thief in terms of availability on paper, makes great use of her Pass skill, and isn't hamstrung by a forced promotion shortly after passing a 'Jeigan' grace period like a certain other rogue but Volke is statically the best of the three 'thieves' and even then the both of them are competing for one of the coveted endgame roster seats along with the vast majority of your A-Team and favorites whereas the other guy is guaranteed a free ride to endgame.
Illyana on the other hand suffers from a low Spd cap even for her class (she can't even make the magic number of 34), not to mention that she specializes in the worst magic type in the game (all it has is a miniscule chance to crit, better weight only in comparison to fucking Dark magic (usually the heaviest shit in any given FE game, nevermind how much of a non-factor Dark magic is in FE10), and Dragon Knight/Laguz effectiveness and due to the way that effective damage calculates and the gimpiness of the magic's damage output it's not even worth the trouble). You'd be better off giving her a ton of Arms Scrolls to get her to use the SS ranked Fire tome for the extra +3 Spd rather than sticking with Thunder magic (or better yet, bring a mage who can actually use Fire magic well to begin with (not like the game doesn't throw you a couple of those for end game)).
MU can pair with something like 9-10 characters (heterosexual relationships only, so something like 5 for each sex) and can give birth / father a child.
EDIT: oh wow I'm totally wrong. After doing some research, apparently My Unit can marry ANY CHARACTER in the game, including the Lord. Basically, MU is a second main character that can marry / support anyone. Heterosexual only. I shouldn't go running my mouth like that.
...Honestly, I'd be more interested in Kakusei if it was on something besides the 3DS, but I'm a 3DS disdainer so there ya go. I'm currently (finally) starting Shadow Dragon and will probably fire up Path of Radiance later this year. It's been too long since I've had a Fire Emblem kick.
MUSY GET GAME NOW (3DS SUDDENLY PICKED UP INTEREST)
Nevermind that, both your MU and his/her kid(s) will have access to every non-personal, opposite gender exclusive class in the game. In addition to this whatever inheritable personal class the MU's mate has will also pass down to the kid(s) (for reference: the inheritable personal classes are Villager (males only), Taguel (think Laguz), and Manakete (females only)). What the Male MU (or Female MU if she sticks to Krom) can do with pairing with one of the potential mothers is passing down his access to every basic class to both kids. Alternatively, your MU can choose to pair with one of the kids instead leading to a 3rd generation kid with the highest potential stat cap modifiers possible (for your side) depending on who the kid's parents are and what stats your MU favored and took a hit in (netting you upwards to a potential +11 in a particular stat cap increase).
Though I should note that the MU cannot pair with a Spotpass/DLC character nor can the MU pass down any DLC classes/skills.
Oh, by the way, one other thing that parents can pass down to their kid is one of their acquired skills allowing their kid up to 2 skills not gotten via leveling in the appropriate class. The only exceptions to this is the above DLC exception and that Krom will only pass down Royal Weapon to any son of his and Aether to any daughter regardless of whether he knows them or not or whether he's designated them or not. Otherwise any other skill is fair game including Special Dance from Olivia (which is worthless due to Dancer being a non inheritable personal class), Good Growths from Donny (which is awesome for everybody, especially the girls since they cannot inherit the Villager class but get the much more useful Pegasus Knight from him instead), Secluded Lady from any 1st gen female with access to the Troubadour class (surprisingly not useless to any son that might inherit this skill), Dark Blessing and Conqueror (both of which are from post game characters who will only pair with the MU), and Rainbow Cry from your MU (which grants a +2 stat bonus to every stat save Move (which only gets a +1) to everyone within a 4 tile radius for a turn (and Cry bonuses stack with each other (although not from the same Cry))).
The tl;dr is that the MU is a wild card that has reasons to consider every major option available to him/her (i.e. breed with child bearing parent, breed with child, or breed with an otherwise unbreedable character).