Okay, so I finished for the fourth time. I posted some stats in the high score thread.
My thinking on the idea that Warrior is harder than Paladin, which is in turn harder than Mage, is as follows:
The difficulty settings disadvantage the Warrior because of the penalty for spirits of rage.
Money is also more of a problem earlier in the game for the Warrior due to increased losses.
Mages start with Fireball 1 (very useful in Darion) and Paladins with Resurrection 1 (very useful all game). The Warrior gets nothing.
Mages get Sprites/Lake Fairies (and I think Paladins do too?) at the beginning, which you can stash until you get Sacrifice and Anga's Ruby. This is potentially very useful.
Higher Magic is the best unique skill. It is absurdly powerful. The Paladin's Runic Stone is very useful in maxing out a lot of the upgrade tree. And the Warrior gets Iron Fist, which is WAY worse.
All of this makes the Warrior harder IMO, especially earlier in the game. By about half way through though, there isn't much difference. I was able to max Chaos, Order and Distortion by the end of the game, and the Warrior does have higher leadership and some very nice upgrades (Tactics, Onslaught). So if you can get through to Ellinia, things will get much easier.
It took me 30 days this time, which surprisingly was my quickest time. It would have been about 28 if I hadn't wasted time flying when I could have gone through the mines, and I think it would have been 24 or below had I not flown around as much.