I use Phoenix a lot in GW. If you are playing them as PURE Phoenix, there's a couple options:
1) If you go for Sabine, getting her to go FIRST actually won't benefit you as much. Why? Because most of the enemy in an even match-up will have TM near full. She gets those extra attacks when the target's TM is low.
2) Surprisingly, have Chopper at a decent Speed is helpful, mainly because he can dispel buffs right out of the gate and reduce TM on the enemy. Very good against, say, Baze.
3) You really, really want Ezra going as fast as possible. He gets so many attacks, especially when you mix in a Flourish. When he attacks, call Zeb, every time. You want to inflict that Daze and then convert that into a stun. Ezra can also use Flourish out of the gateto Dispel as well, so this is where I would max speed.
4) As far as skills are concerned, this is a no-brainer. Max every toon's unique skill as quickly as possible. Why? Because they ALL get the benefit with Hera as the lead. I maxed Kanan's unique first. I recommend you do too.
5) I avoided leveling Hera's non-unique skills first. Play to Strengths doesn't need much leveling. After that, I avoided Chopper's taunt. Fairly worthless skill to level since Kanan is the team taunter.
6) A play style I find useful is to always call Zeb for the assist with Ezra and Hera. Hit hits pretty hard but it is really about inflicting Daze and then turning that into Stun. I almost never use the protection up abilities of Kanan and Zeb and instead focus on dishing out the damage. They will regain that protection anyway.
Good luck!