As a guy I can say this:

Astarion - just rubs me the wrong way....he's got that accent they give all the American "old money" types in movies and such... "dahling" just erk...also, the whole sneak up and drink from me while I sleep thing....was a bit creepy
Gale - He's got Wizard-itis, he also has Waterdhavian ponce fever, but he seems generally well-intentioned and has good ideals, he does that scholar-king manly thing. But he's a bit of a dunce socially speaking.
Wyll - He's nice, well-intentioned, but man he is soooo full of BS. He's hiding the whole warlock thing so far and even without that, he's a bit of Gale's full-of-himself in a different way.
Shadowheart - I actually like her... She acerbic, intelligent, but also is weirdly encouraging of things Shar wouldn't approve of. I've been told I have a type in fictional characters and Shadowheart falls in it.
Lae'zell - She may have heard of respect once, in passing?

I'm hoping we get more companions as we continue. Right now we have a Cleric, a Wizard, a Warlock, a Fighter, and a Rogue. I expect companions of the other classes being introduced somewhere along the line. If they plan to lock you at Act I then maybe we'll see them added in. (There's a tiefling lady who may be a good bard companion in the camp. There's Halsin who seems to offer to go with you. Both of them seem better.)

As characters, I like them. They're better designed than a lot of past D&D companions. Lae'zell, Astarion, and Shadowheart also represent good "bad guy" friends. They're certainly LEAGUES better than bloody Bishop from NWN2 or that creepy dwarf from NWN.

One thing I was irritated with was that the Tiefling Victory Party has them all seeming to want to jump your bones. Though I was pleasantly surprised that with Shadowheart spending the night with her is basically wine and conversation, plus one kiss as the sun is rising. As a note, Lae'zel's possessiveness "how dare you look to someone else" attitude didn't do her any favors. I may try out the scenes with Wyll or Gale later. Lae'zel amd Astarion....just sort of turn me off.