Pet Battle...leveling tips?

OK, I checked out pet battles when they first came out and I liked them, but didn't have enough time to play with them much. I'm just starting to get into them now. I've started to level a handful of pets, gotten some rares and I'm about to start on the Outland pet trainers. How about some general tips?

For example -- I'm abusing fluxfire feline while I can, hearing that it is probably going to get nerfed. I can take out higher level pets, but I see that they lose XP when captured. What am I doing wrong?