Different level of characters may also improve the gaming experience and makes more tactical thinking necessary, since you know who are stronger and weaker: who you can send to the front, who has to stay behind/defended. However this can also make problems: destroy balance or make combats unfair, for ex. if a warrior is weak, so should stay away from melee combat or will get killed fast, but so the archer/mage has greater risk to get reached by the enemy.
I would prefer if the characters would have a small difference and wouldn't level up at the same time, just as Hassat wrote already. This don't have to be a level difference only some thousands of exp is ok.
