For me it used to always be Cloud, Cid, and Red XIII for years.

However, I sometimes use Barret in place of Red XIII now because of his limit breaks.

I sometimes use Yuffie from time to time also.

I very rarely use Vincent and Tifa, although I don't mind them.

I never use Cait Sith, don't like him much.

I usually give every character a chance though, and spend time training certain characters for when they are needed in the game - for example, today I trained Barret just before batteling Dyne. I killed Dyne with 1 hit, which was Barret's Ungarmax limit (technically multiple hits, but one command).