I currently have Wyll as a Gloomstalker/Bladelock, inspired by his class change in the epilogue and it's quite fun. On Tactician you can benefit from the special extra attack blade pact gives you, which is nice.

Minth gets a few levels of Great Old One, to represent all the tadpoles in her head, and I found a Barbarian/Ranger/Fighter build for Minsc, that I really enjoy, so I mostly stick to that.

For Astarion, I like Thief/Swordbard, a small, distant rebellion against Caz's ban on whistling. In my headcanon, he decided to give music a try after resurrecting Gale during his quest and refused to give the little bamboo flute back, which remains his instrument throughout the game. Some whistling moments aside.

I do like wizard as a class, but think it's a bit frustrating that it gives you very little to do with your bonus action, so I like to add two levels of another class. For Avatar-Gale, two levels of Wild Magic work well, as they also supply you with a couple of dialogue choices in which you can threaten explosion. Currently he has two levels of Cleric of Mystra, which gave me some nice dialogue options at the Open Hand temple. (I let Gale solve the murder even if he is my companion because I feel that he's the only one from the lot who'd actually enjoy playing detective.)