I'm most excited to see how Lae'Zel and Wyll develop during the game. Especially Lae'Zel, I can'´t wait to play the game as a gith with her in my party, all of the peering into her mind I've done so far has made me super curious about where her story goes.
Wyll basically being a deconstruction of your typical D&D hero is pretty interesting too. I love his voice actors performance and his animations. He's probably the one party member that feels the most like an actual person to me right now.
While I like the other companions as well, especially Astarion, their backstories are a little weak to me so far. With Astarion I guess most of his deal will be explored once you get to Baldurs Gate, so hopefully that's interesting.