The romances are most interesting to me when it feels like whatever character I've rolled really plays off the energy of the character.
Shadowheart: I like her being with a character than can really play with her snark with teasing, and downplay how heavy she makes situations out to be. I believe you get a bit of disapproval for this, but there's also the addition of really charming her off her feet and probably flexing all aspects of having high CHA (including deception, which she is impressed by). Narratively, I think making her comfortable emotionally will make her romance feel so sweet. I don't buy her callous attitude and think a romancing PC shouldn't either. The Shar worship is definitely a hurdle for her to have any sort of connection with the PC. Otherwise I can see her being either tearfully or coldly willing to kiss the PC and kill them in the same encounter.
Astarion: Really surprised his romance is the most romantic. Probably because his gimmick doesn't really get in the way of it like others. I like pairing him with a character who's just as chaotic as him, entertained by the fiendish things he suggests, and tries to make the most out of any opportunity. Have yet to play this character though since I tend to play characters who are overly serious and would never romance Astarion in their life. I love having him around though because it humors me to think of how annoyed my characters are by him.
Gale: I just don't see this guy being anything but neutral good. I don't distrust him in the slightest and with the characters I'm interested in, his arrogance is barely even noticeable. I've got a character in mind who would definitely be good alignment, very sympathetic and doing as much as they can to help those around them. I can very much see the whole Mystra angle really causing this PC to pull away and take a more confrontative approach to him that is both self-serving (because they are still falling for him) but also sympathetic (seeing the path of trying to impress fickle gods as a path of self-destruction). Probably would spec this character as healer/support for added affect.
Wyll: His path seems like the one that the PC can influence the most, and we already see that with the scene with Spike. I can see a lawful good character being the healthiest route: doing good and being the bigger man/woman no matter what and staying strong through the consequences. But I found playing a neutral character with an evil bent more rewarding in actual play. It offered a rare opportunity for that character to open up about being tempted by power but also to put pressure on Wyll to reconcile his feelings with his actions. I also feel a good PC romancing Wyll will encounter some sort of trouble pulling him away from Mizora, while an evil character can try to beat her at her own game (which is messed up). Evilness aside, I also liked the vibe of working through issues of morality in tandem with Wyll, being pushed closer and closer to depravity until both realize that its a repeating cycle they have to break.
Lae'zel: I really play up the angle of an alliance born of convenience that evolves through time. A duo of slightly competing, abrasive leaders, where you are reconnaissance and she takes point. Doesn't matter that you expect her to kill you at the end of all this and she expects you to die and have to replace you at the next turn - she knows a potential cure and you know how to maneuver this place. This PC is resolute and in particular a survivor with a good bit of WIS with proficiency in Insight, Perception, and/or Survival. This works wonders in showing determination to not turn into mindflayers, but also to play up the angle of trying to read her intentions properly and assist when her foresight proves poor (eg the Tadpole Fever, Gith Patrol scene). Over time, the alliance of convenience becomes a sort of trust of competence as you both try to work out the tadpole situation and where to go next. This last bit is my own speculation and possible over-analysis, but I feel like the trust element is actually the big thing about the "romance". Especially since a character like this tends to turn on you at some point, gaining that approval might be among the only things to prevent it. While she makes no promises, I do think you can take her at her word, and that the moments when she looks to be withholding information are moments where she just will never speak into the aether that she's uncertain. There are a lot of things she just will never say because of her pride, and so the PC just kind of has to infer. This allows her to be strong, but also "human". Again, I leave myself open to be surprised or disappointed wherever her storyline and "romance" ends up, but I am thoroughly intrigued by her and she quite obviously my favorite. We'll see.