Lae'Zel is my favorite. She is always true to herself and says what she thinks. Her arc when she accepts that Vlaakith is lying is epic.
Shadowheart never acts like a cleric of Shar. There is no evil thoughts, no manipulation, nothing but waifu girlfriend. Back in BG1 & 2 Viconia was evil, she did evil things and said evil things. If you spent the considerable time it took to show her a better way and romanced her you got rewarded with a nuetral good transformation that was hugely satisfying, especially with a Paladin who rejects Bhaal. There is nothing like that with Shadowheart.
Karlach is another poor character development, just a bubbly girl. You never get the sense of a hellspawn reaver.
Astarian is great, he's not a hero and gets upset when we act like one. His arc is tragic with how badly Cazador treated him.
Halsin is a waste, just a pervy old guy who only serves the purpose to stop the shadowcurse and to be kidnapped by Orin.
Minthara is great with the voice acting, went from being evil since she was controlled by the Absolute to being evil because she is a Drow who followed Llolith. I've not played her entire arc yet as she is difficult to recruit. They should have had a cutscene where when she gets defeated in Act 1 she gets summoned/teleported away by Ketheric for judgement. Then everyone would have the scene in the throne room to settle her fate instead of needing to either throw a massive amount of quests and venders in a pile and burn them by siding with the Goblins or doing some weird meta knowledge no-lethal KO just to have her survive to Act 2.
Wyll is annoying in his one dimensional eagle scout routine. You never get the sense of a power craving Warlock. He just doesn't work for me as a character.
Gale works well as an ambitious wizard where curiousity did kill the cat, or almost. He makes sense and his actions fit his personality.