I found Wyll to be the least useful of my companions, however if you do use him (I tend to take him with me to goblin camp as it's kinda his mission), it's a good idea to pick up Misty step, which is also a must for Gale (and fun for Astarion actually).
As for Gale - take up magic missiles and depending of what you're fighting rotate between lvl I and II (you can also divide them which is amazing for goblins). You can also get a necklace in underdark which makes magic missiles truly amazing.
Astarion for me works best when dualwielding two shortswords and using backstabs, is also decent with bow, make sure to keep him "happy"
And then I'd probably take Lae'Zal over Shadowheart (although characterwise I prefer SH by far) as she's quite amazing with that greatsword.
Also for goblin Camp - high ground and explosives FTW
