I think in general you should just go with the companions you enjoy the most, but bring anyone along for their personal quests.
Shadowheart is a good pick especially for act 2 as she's got stuff to do there. I recommend bringing Lae'zel over if you visit the Creche, obviously.
Anyone else I'd say it's going to be more or less up to you. Minthara, for example, is kind of bugged, so some of her stuff may not trigger. Astarion isn't very relevant storywise save for his own quest, however he does have a lot of funny quips so if you enjoy his personality you should bring him along. He also does have more content than the rest in terms of hours (Shadowheart being second).
Specific companions usually won't make a difference in the story and their value is in bringing their point of view to situations. So choosing who to go with is mostly going to rely on whose banter you like.
That being said, this thread probably doesn't belong to this board, as it's meant to be feedback for Larian, so be mindful of that in the future!
