Just finished the first playthough myself. I've.. mixed feelings.. about the endings. This is less in part about "what happens" to my companions, but more about the "screen time" some of them get for their departure scenes.
Note: I went with the killing the Netherbrain and Tadpoles ending.
Lai'zel
I left her at camp pretty much the whole time, allowed The Emperor to eat Orphius's brain. So I got a short "The Gith are going to be hunting me, but at least I'm free" conversation and then she was gone. For what I had seen of the character this felt like a decent ending.
Gale:
I was a but of a wuss in talking him down from taking the crown all game, I'd start to object but then be all "ok fine take the crown for yourself", so at the end of the game I ended up with the "dont forget me when you become a god" option. This was followed up by a number of comments from the others about what kind of god he might be. Generally I felt this was the right level of attention his ending deserved.
Karlach
This was the only ending I wasnt so happy with the "what happens" part - but not for the reason everyone else seems to be. I completely missed the Dammon was at the Last Light Inn until it was too late and Isobel had been taken and I'd slaughtered everyone. So when she collapsed on the docks saying her infernal engine was giving out and that was that, I had assumed it was because I'd missed out on her Act II story. But given she was my front line fighter for the entire game (well since I met her half way through Act I) I actually thought her dying here was the right, good (and actually quite emotional) ending for her. So was disappointed that I got the whole "hey you can go to Avernus and live" bit (the way I was playing my character I had to select the option that she lives)... Although the final scene of her and Wyll was a also good ending in my book
Astarion
Since I was a Ranger and took on the sneaking and lock-picking duties I left him in camp as soon as I had a choice of 4 companions. He is definitely the most hard done by in terms of screen time and attention. I didnt even take him with me to face Cazador, so I wasnt expecting much.. but I was expecting more than I got, "oh look sun, now I must run away" was hardly the attention he deserved, even though I had ignored him all game.
Wyll
No real complaints on this one. But no real idea of what to expect on this one either - he probably got the "attention" he deserved, but I found it hard to be interested in him or his ending.. and I dont know why.
Halsin
Was he a companion, was he an NPC that just tagged along in your camp.. I could never work that bit out, I got a bit bored of trying to get him to come with early Act II so the fact his only appearance was to comment on Gale's potential Godhood doesnt really bother me.
Shadowheart
This one irks me the most. I did originally try romancing Gale, but at the druid party he told me his "condition" meant we could be together I took Shadowheart up on her offer of a quiet evening together and things just went from there. I "saved" her from Shar and had her allow her parents to "move on". So to just get a "hey we had sex, I miss my parents, no more camping or people trying to kill us" was thoroughly disappointing. She was my "love interest" thoughout the game, so her ending definitely needed more time than it got.
And being my love interest, the ending should be the two of us walking off together, discussing the farm she wanted... or something. A bit more of a connection was needed.