In order of appearance:

Lae'zel
My powergamer instincts made me instantly like Lae'zel, because she carries the team so much. As a character she had a clear motivation and goal from the beginning, and though it could clash and cause rifts with the group, I always liked that she had her own agenda. My impression later only improved because there was character development as she begins to question what she has been taught to believe. MVP and top tier character to me.

Shadowheart
She clicked well with my first character in my first playthrough and I really got into the story and romance. Subsequent playthroughs I started to feel she suffered a bit from main character syndrome. I like to take the companions along when the story relates to them and act 2 has so much that relates to Shadowheart, so she's like always there and it gets a bit repetitive. So great first impression, but a bit too one note down the line.

Astarion
Annoyed me during the first act, because even though we can be on the same page about looking out for ourselves first, my characters usually want to be smart about it and having Astarion disapprove every time I don't outright insult or threaten somebody feels like he missed the part of the plan where we are actually in a bit of pickle and cannot afford to make enemies with everyone. Like Lae'zel I like that he has his own agenda and I am always down for his smartass comments. He has a good character arc and his responses and reactions improve a lot over the game so I will say my impression improved.

Gale
Gale didn't immediately appeal to me. But in my first playthrough I needed a spellcaster and his portent ability for my crit-hunter main character. And he really grew on me as a team mate and friend (it was early Gale so he also had that weird crush going for a long time, but we got our relationship sorted out eventually). No matter which part Gale plays in my playthrough I always think he plays it really well. He is great as a romanced companion, works really well as best friend and also works as an advisor and mentor if I want him to play a less active role. If I ever fail the roll to pull him out of the portal in honor mode I would probably restart.

Wyll
Wyll had everything I like in a character. A backstory that sets up a great conflict for his character arc and motivations along with a distinct trademark personality (lots of people find his blade of frontiers shtick ridiculous, but I really like it because it immediately establishes who he is as a character). But his content is lacking so we never get as much story and character out of him as we could have had. We get so much that we could unravel about him in act 1, and then a lot of it never leads anywhere other than Mizora is bad and mean to poor Wyll. If I had a top pick for a character I would want to see in a spinoff or sequel, it's Wyll, because we have so much more we could explore around him as a character.

Karlach
Karlach was iontroduced as a big and strong potty-mouth with limited impulse control, what was there not to like? I instantly liked Karlach and despite the fact that her story isn't that comprehensive (fix engine, hate Gortash), I still think it delivers when it's there. When she gets serious, it really tugs at the emotional strings. Like Wyll, the impression is that there are a few things left hanging in act 3 where Karlach could have had more history with the city to explore.

Minthara
Minthara was initially just a boss fight, since recruiting her required you to go murderhobo which is a playstyle I hate. I've recrutied her on subsequent playthroughs, but I dislike the non-murderhobo recruitment path as well because it feels odd and gamey. But as a character, I quite like her. She plays the part of villainous drow very well and her insight and comments are fun and different. Sadly, she is still in a bit of a mess with things that are broken and not working properly so it's hard to judge her fairly. If Larian finally fixes all the broken stuff, she could be great.

Jaheira
Great introduction as a returning legacy character and I think they really gave her proper care for how she was going to be portrayed in this story. I missed quite a few places where she had specific story involvement in my first playthrough, and I enjoyed finding those on subsequent runs. Good dynamics with Minsc that I feel lives up to what I expected.

Halsin
Initially I found him a bit boring and superflous, I don't really like druids and it was just the standard tirade about nature that I come to expect whenever a druid character is introduced, but ok as a character who was wise and calm and not as over the top as the others. Then in act 3 he transformed into the type of person who ticks every one of my icks. Just a big turn-off for me personally and that just made me park him in camp for good. Since he also doesn't have any story involvement in that act, there is no incentive to bring him along for a specific location or quest.

Minsc
Another legacy character that is introduced well. But once you've done the space hamster and Minsc is nice but kind of a knucklehead, the character is sort of done. Also, I find it so hard to spec him, because I have to figure out what role he is going to play and find equipment for him that someone else isn't already using, so he ends up getting a lot of hand-me-downs from stuff that the others don't need anymore and is not as optimized as the rest. So he gets to tag along for specific Minsc stuff, but I don't really use him much outside of that.