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Well, here's my team (with explanations for all of the characters), in the order of my line-up

1. Darkling.  He is the most mobile character with his 9 speed, ability to fly, and both shadowports, and he move anywhere on the map.  This allows him to get behind characters and destroy opponents with backstab shadow blast/mind blast.

2. Shadowboxer.  He is a pure offensive monster.  Because the opponents are often grouped together at the start of battle, he can destroy them with shadow vortex.  Probably the best offensive non-main character.

3. Festus.  Due to my extremely powerful team, a healer isn't absolutely necessary, but Festus is nice in some of the final battles to keep everyone alive and fighting.  I've also kept his attack up, so he can do some pretty decent damage.

4. Main.  It's not like I have a choice :).  My main has maxed out PsP and Health points.  The only opponents he can't take out with a backstab Pyro Blast are Tastidian and Nelis (and possibly Cerzak, I haven't tested that out yet).  The best character available to you by far, with amazing staying power, extremely powerful attacks, and very good speed (I always use the green orb).

5. Dorgon.  I have a glitched Dorgon because of a save game transfer.  He has one attack, called Mind Blast, which is actually the laser beam attack.  He also has 7 speed.  This combination means he rarely gets touched, and he can always hit somebody.

6. Gamblin' Jack.  I have struggled over this spot on my team.  I chose Jack because 1) He gives me the freedom to side with whomever I want, and 2) With his recover ability, he can stay alive basically forever.  Jack's Snake Eyes attack also can deal extreme amounts of damage.

7. Niven.  The slowest of the offensive shadowlings.  Niven has one advantage that ensures his place on my team: Trick Shot.  He isn't hurt by Tastidian's or Nelis's attacks, and, unlike Shadow Vortex or Pyro Hail, Trick Shot can actually deal backstab damage, even if it doesn't always work.

8. Grotius.  With 7 speed, Grotius gets outmatched by Shadowboxer and Darkling.  However, his powerful Frost Blast attacks make him an excellent teammate.  This way, I can line up Gamblin' Jack (Snake Eyes), Shadowboxer (Shadow Blast), and Grotius (Frost Blast 2) all behind an enemy and deal massive damage.

And now, for those who are not on my team:

Anya.  Well, as I've already written, a healer isn't absolutely necessary on my team, so when it comes down to it, Anya loses out.  She just isn't as mobile as Festus, and I need a healer that can always reach my teammates.

Guy.  Guy is the toughest one in this section.  In the past, I've traded him in for Gamblin' Jack.  I no longer use Guy because 1) With low mobility and no healing options, he often gets hammered and dies, and 2) His attacks really aren't anything special.  Jack simply has more staying power, plus the ability to heal others.

Flint.  I've also used Flint before, and I really like him. He's a powerful tank.  My only issue is with his speed.  As you may have noticed, I built a quick team. (Jack is the only one with speed 5, if the main has the green orb).  Flint just gets left behind, or worse, he slows others down.

Helena.  I've never seen Helena as a viable alternative to Jack. I think she is just too awkward to use, and even if you can use her properly, she's not that effective.  For offensive teammates, I think everyone else outclasses her.

So, there you go.

Indeed.  We aren't really supposed to tell who the Nameless One is, yet.  We can speculate, even narrow it down, but we really can't know.

In the Deeper Downs, when you talk to Cerzak, he says Nelis kills the shadowling females to keep the spriggats dependent on her for survival.  Is this a typo? And if not, how does killing the shadowling females keep the spriggats dependent on Nelis?

Not so.  If you "need" to do that for solo, then it's not over training.  As for gold farming, after you beat the game on brutal, you get 28,000 gold, certainly enough to get you started.  (Assuming you only train yourself)

Right now, there's not enough information to distinguish between David and the Main from TRPG2.  Personally, I like to think s/he is the Main, but that's just me.  David and the Main are quite similar (young admittants to Psy Academy, powerful Psy abilities, involved in Shadowling/Spriggat Wars), so it is unclear who is the Nameless One.

Yes, I know that.  My question was, how do I get the money? (See my above post)

Maybe I've missed something.  How does one train in TRPG1?  I can't figure out how to get money (besides Gamblin' Jack).  The Shadowlings are too powerful.

Yeah, one of the disadvantages is that battles take so long.  The red orb definitely helps speed things up, especially in training.  (Although, if you spend all the money on the Main, it won't take long till s/he is ridiculously powerful.)

I just wanted to see how many people have completed the game solo.  It is a fun and interesting experience (certainly different from the regular method).
Also, any tips or hints about playing solo are welcome.

If you beat the game at a harder difficulty you get more gold. I think the chest by Hellion gives you 18,000 gold after beating the game on brutal.

actually its 28,000 Gold but what's the difference  :P

Quite a large difference.  After beating Brutal, I went solo, I leveled up my Main with the 28,000.  It didn't take long to use up all the gold.  18,000 (while still a large amount), wouldn't have gotten me even close.

[Update:]

I am going solo on easy for this game.  I have just finished talking to General Darkeye, and when I enter the first battle, it says I am defeated before I do anything.  What can I do to fix this?

Update: I added Grotius to the first slot in my party, and that solved the problem. (Any idea why this might be occurring?)
Update: New bug: It seems I don't have to fight the Bug Queen I automatically win and get "undefined" gold coins. (going solo)

Actually, the Tastidian battle gives quite a bit more gold than the spriggat assassins.  However, they both have their pros and cons.  The spriggat battle is much faster, so if you only need a few thousand really quickly, go with that one.  However, I think the Tastidian battle, while longer, earns you more gold.

Yes, but I am already on my third new game +, so I really don't feel like starting over again.
As I said, I'm not complaining, I just wondered why this was occurring.

I have perhaps had one of the most epic endings.  I went against Tastidian, and all of my teammates survived up to the last battle.  Nelis slaughtered all of my teammates, and I was left with my Hero who had 2 HP and no PsP left.  Thankfully, I had the green orb, and kept running around to gain PsP.  Eventually, when I had 5 PsP, I confronted Nelis with a powerful Vengeance, and killed her.

Yes, I am.  I transferred a save file from Newgrounds over to Sinister Design.  I was unable to get Dorgon that game because I had already passed him up, so I finished that game.  The next game, I got Dorgon and experienced the issues that I mentioned above.
(However, I am not complaining.  He has 7 speed, and his attack only costs 2 PsP.)