I chose to level them all up and switch them out as one died or depending what I needed. But primairly though I used Basch as my lead melee and tank, Penelo as my MP spam healer, Ashe when Penelo needed a rest, Vaan for stealing and some more damage, Balthier for all those pesky flying enemies and just when I wanted a nice damage dealer, and lastly Fran also for aerial enemies and for some more magic when Ashe and Penelo arn't there.