F.U.N

Unfortunately I'm using lance blues less recently after getting a plethora of good blue mages lately Micaiah, Linde, Ishtar, F!Morgan, and B!Ninian. But for my favorite lances:

Nephenee, One of my favorite PoR/RD characters and an mvp (most kills) of one of my RD runs. And I feel she has to make my list because of how long I refused to give her up so Fir could have Wrath, and now thanks to Karla I got to give Fir Wrath and keep my Neph! She's also +atk/-res which is really nice!

Tana, she was the first good flier I was able to summon and has helped with several all-flier challanges. Unfortunately she sees a little more competition for use now that I have more fliers but she's still the best melee blue flier I have.

Camus, because he still sees decent use on my horse teams as my staple horse team has been Ares, SM!Eirika, Camus, and WT!Olwen of late. I also don't have many other lances I use outside of those three.

Favorite lancer? Easy, Donnel. He's my most invested unit. :)

Effie and Hardin can be really good mixed tanks

Shiro, Raw Talent
One of my favorite children characters in Fates. He is also one of my favorite Lance user mainly because of his weapon and niche.

Effie, Army in One
A massive powerhouse. Brave Lance, Slaying Lance, Harmonic Lance, Berkut's Lance... you name it. She is literally a monster. Often part of my Armored Emblem teams.

Lucina, Brave Princess
I primarily use her for ally support and not much for combat. But if necessary, she hits Red units pretty darn hard.

Azura- Don't have her, but I want her more than any other unit
Shigure- Offensive powerhouse, and I love his art.
Hardin- He's a monster with almost any IVs.

I don't have that many because I use a lot of blue tomes. I have 2-3 easy picks though:
B.Lucina, because she turns physical damage-dealers into monsters. Also, her art is really nice
Cordelia, for firesweep suitability in a team of probably my favourite movement type. Also, for all I can tell, she has a beautiful heart. Can't see too deeply with just the lines we hear in FEH.
Never once played her, but Azura. Such an affirming personality. Also, if the same voice actor played her and her PA variant, sweet.

Honourable mention to Sharena, whose hair and torso armour look really really good

Three come to mind immediately.
1. Nephenee. Just, I love her so much. Brazen Atk/Def (which is luckily easier to get thanks to Ares) makes her hit harder with Wrath and she tanks better, making her lack of desperation negligible, even improving her combat since she can get 2 wrath boosted moonbows if she engages with it ready (which wrath guarantees) against a foe that can counter.
2. Winter Robin. By far my most expensive build, and his armor march made my Armor Emblem team much better alongside Amelia for maximum marching. Berkut's Lance and Close Def let him be an unparalleled dragon tank, even living (non bold fighter grima) green dragons since they can never do enough to one shot nor ever double him, Vengeful fighter even occasionally helps him kill them. And yes he does have DC for those bastard mages.
3. Cordelia. Not much to explain here. I recently gave her Guidance, my favorite C skill, so she's about as fun as my Cherche to use, though she has to worry about speed. But she also has Galeforce which is just great

Cordelia. One of the first blue lancers and very first flier I got, as well as 100% Pegasus Knight waif material, as well as being extremely optimal.

Effie - she was my first 4* unit when I started (lol) and now I have her at 5*+7.

Summer Robin - sadly mine is -Spd but I still love her art and she performs well.

Legendary Ephraim - he's simply amazing and I'm glad I got him before I started boycotting the Legendary banners.

Shigure - I got pitybroken by him recently at 5* but he's +Atk -Res and I love using him right now so I'm not mad at all.

Infantry - Nephenee, excellent speed and defensive with massive 30 damage from Wrath boosted 2 turn Bonfires.
Flying - Hinoka (mixed phase buffer and movement assists) and Cordelia (Player phase Firesweep)
Armor - Effie, she's Effie
Cavalry - ... I'm really hoping for Cordelia