Is any starter unit worth training?

I've been wanting to train up anna,but I have been cheap with my feathers.

if you're FTP then they're all worth building and promoting because they are all bonus units every now and then in arena.

heres some budget builds for all of them

Anna
Noatun
Draw Back
Iceberg
Fury
Desperation
Spur Atk
Def Ploy Seal

Alfonse
Folkvangr
Reciprocal Aid
Ignis
Brazen Atk/Def//Death Blow
Vantage
Threaten Atk//Def
Heavy Blade Seal

Sharena
Fensalir
Rally Atk
Bonfire//Luna
Fortress Def
Sword//Lancebreaker
Hone Speed
Drive Atk Seal

They are all playable...Sharena I find the toughest to work with unless there's a lot of buffing going on (ex: I'm building Marth; his weapon refine effect is very powerful). In arena if you're using them as bonus units, +4 to all stats and +10HP so they don't need to be buffbots.

Anna is the type that doesn't hit that hard but hits fast, and she has good res. I like to play her if I see Nowi on the opponent's team in arena assault. Some people put DC on her; I can't see myself giving up a Hector for a unit without merge potential, but this does make sense as a way of baiting mages. My build works for PvE content that doesn't have overly inflated stats:

Slaying axe (any refine is good)
assist skill, whatever the team needs - dual rally, harsh command, draw back
Iceberg
Fury (helps her bulk as well as her offense)
vantage...until I can figure out something better
C and S skills, whatever the team needs

Alfonse hits really hard and has good def but his speed isn't that great and he can't tank mages. People often play him with draconic aura. Some people use brave sword because he comes with death blow; I think that's a very effective option but one I haven't invested into; it also costs a little bit of arena score but maybe not enough to justify rejecting this option. You could try desperation + brash assault seal on him; I hear that it's hard to get him low enough on HP, but you could try reciprocal aid. If BA activates he's probably going to murder anything that doesn't have 45+ def (such things do exist) or is blue with 35+ def. The other common B-skill for him is swordbreaker because guys like Zelgius and Ayra and Mia are popular in arena and his massive attack will put some serious hurt on them if not outright KO them. 52 atk with his prf, +6 for death blow.

Sharena, I can't figure out why she seems so hard to build. I think it's that she's just a few points short in a lot of stats. I don't plan to use her outside arena, but with arena bonuses her IVs are 53HP, 36/36/33/26 which is not bad at all. With her prf she reaches 52 atk; give her darting blow, one speed buff, and some 2-charge special and she's ready to cause some damage. Could also consider the Anna route with slaying lance and bonfire.

One idea which I think should work quite well is to upgrade the panic ploy seal. All three of the Askr trio have reasonable HP to begin with, and the +10 puts them in the 50s, which will inflict panic on a lot of units including some dragons.