Wesnoth tactics for beginner
Solution 1:
it depends on the game you are playing. if you are playing a long campaign, then yeah, leveling up a small number of troops is better(but then when some reach their 'max' try to level up others as well). if it is a short campaign, just do with a mass of expendables and focus on protecting your hero and leveling him/her up.
also if you need help on a certain level/campaign, here's (another) helpful link that you can use(some have spoilers but most of them hide it) http://wiki.wesnoth.org/Mainline_Campaigns
Solution 2:
Learn your units
Heir to the Throne is a fantastic campaign, allowing you try out a large range of units and play them on some very interesting maps. Play on challenging, and play to win quickly. Save and replay your favorite maps.
Multiplayer gives you practice with units. Get familiar with several factions, with Loyalist, Rebel and Knalgan being most important in the campaigns. Playing against two or three allied AIs on a small map such as Isar's Cross will give you excellent practice. Read the MP guides closely: How to play Loyalists, How to play Rebels and How to play Knalgans.
Use low-level units effectively
Don't just recall your toughest units, but make your level two and three units work in teams with lower-level units. Letting new units soak up some damage for higher-level units can drastically reduce the mortality among the higher-level units. Don't get too attached to your new units until they've got 20xp or so.
If you are lucky enough to be able to recruit elvish shamans, do so: both healing +4 and a slow attack make them a fantastic support unit. They do next to no damage, though, so they are hard work to level up.
The ultimate low-level unit is probably the horseman. They're expensive, they have only charge, so attacking, e.g., an Orcish Warlord is highly likely to be suicide, but on some maps it gives you the ability to have four horsemen sweep halfway across the map and charge such a boss unit to death on the third turn. I tend to use them with a "level-up quickly or die" attitude.
Recall vs. recruit
I like to build up an inventory of interesting units that might come in handy on this or that map. But it's not always wise to spend all your gold recalling your favourite units: you can be more aggressive with new units, because you don't mind losing them so much.
A nice thing about recruiting a lot of expensive units (horsemen, some drakes, gryphons), is that recall is cheaper than recruiting, and you can choose those with the most useful attributes (strength means up to six points more damage when attacking!), so it can be worth recruiting even if you are not sure that the unit will see much action.
Solution 3:
When I play, I focus on levelling a small number of troops. A good tactic to level your lower-leveled characters is to weaken enemies with your stronger units, and then finish them off with your weaker units.