I have just started playing Fire Emblem: Path of Radiance, and I have no previous experience playing Fire Emblem games. I have notice some characters level up really slowly while others rise through the levels quite quickly. Why do they level at different speeds?
Characters gain exp relative to the enemy they just attacked/defended against. So if you are attacking someone much lower level than you, or someone who has not changed class while you have you get less exp. The reverse is also true. Attacking someone much higher level than you, or who has changed class while you have not will net you some nice bonus exp (though is usually quite dangerous). I also believe that the laguz will get less exp even though they may be attacking equal level units. This is because they never change class and are more powerful than equally leveled human counterparts (for the beginning of the game anyway).
This link from the Fire Emblem wiki goes into a little more detail about how experience points are rewarded.