ChillAsIce: Well, I played some more recently. I spent a few hours trying to get the event that gives your characters a chance to become more good. I got bored and frustrated, so I stopped.
I decided to replace that character. I made a bishop character. The bishop quickly proved useful as I had collected a lot of junk earlier when I was trying to make my mage good. In fact, the gear I got was much better than the stuff I was able to buy. Earlier I had bought my front line fighter characters some short swords and bucklers, but some of the gear I was getting through appraise was leather armor and longswords. I even got some slings.
I decided to try changing the class of a few of my characters. I had the impression that I could learn and keep spells after changing classes. I also thought that I didn't have enough healing magic, so I respec some to become priests. I tried changing a character back after a few levels, but it seems that they forget a spell or two. I'm not sure what the rules are for remembering spells during class change.
I'm a bit puzzled as to how stats and hp are gained. Some characters have been getting lots of stats, but other have been slow. One of my respec priests started with 40 hp and has been getting roughly 20 hp per level, but my bishop started with 8 hp, and has been struggling with having 24 hp at level 6. It seems that my samurai remains a few levels behind my other characters. Do some characters need more xp? Also, some of my character stats show up in white, grey, even red. Is this important?
Trying to equip my characters has proven challenging. It seems that priests can't use fighter weapons, even if they formerly fighters. Also, moving gear between characters has been a chore.
If you want to change the alignments of your characters, the best place to do that is Shiin B4F. (Note that this is one of those floors that has a big difficulty jump.) Crusaders are fairly common on that floor, and they are never hostile, and won't ever attack you unless you explicitly choose to fight them, making it relatively easy tp make your characters good. (Making your characters evil is a bit risky.)
I have not noticed any forgetting of spells; you do lose some of your spell points when you change class (half of them, to be exact), but you shouldn't lose any of your spells. With that said, other class abilities are not kept; you lose your skills, and (as you observed) your equipment options change with your class. (By the way, Lords actually learn Priest spells really quickly, so if you can change someone into one, you can get the mid-level healing spells early (like level 6 and 7 minimum, possibly delayed by maybe 2 levels if you're unlucky). The catch is that they learn only half the Priest spells, and don't learn either of the full heal spells.)
Stat gains are affected by a hidden stat called "energy", which notably decreases when a character dies (or when a character is resurrected). (According to some sources, it will increase at level up.) There are a couple items that change energy when their special ability is used (though I haven't found either), as well as a couple traps that change energy, though in both those cases the game will explicitly tell you about the energy change. (Yes, there is actually a trap that *increases* energy.)
HP gains are affected by vitality, and the character's race (which affects vitality) has a huge impact. By any chance, is your Bishop a Gnome? That would explain their poor HP. (Elves might be a better choice, with higher HP and agility at the expense of a little spell power.)
Yes, some classes level slower than others. Fighters level up the fastest (not Thieves, oddly enough), while Ninjas level up the slowest. In fact, the only reasons to use a Mage over a Bishop are faster leveling and Magic Boost (which probably isn't as useful as Magic Wall since it takes an extra turn to use).
If a stat is in grey, you have something equipped that is providing a bonus to a stat. If it's in red, you have something equipped that lowers the stat. The displayed stat includes the modifiers from equipment. If you look at the details of equipment, you can see which stats are changed; blue means the stat increases, red means it decreases, and purple (seen only if you're at the shop or inn and not in your inventory) means that the effect is randomly determined once the item enters your inventory; selling and buying back will reroll purple stats.
Also, don't forget that you can convert your gold to experience by tithing at the temple; this can be a good way to bring a new or class-changed character up to speed, or to get important spells like Free Warp and NAL Burst earlier.