Yuffie- Excellent spy and thief, plus her limit breaks rock on high level. Wonderful weaponry. Pinwheel? Oh yes.

Penelo- Amazingly good with White Magic, and I totally adore her. Equip her with either a katana or staff and I'm set. <3

Rydia- On like, every list, but she's a versatile nuker. Summons AND Black Magic. Plus, I have to have someone with a whip.

The last member's a tie between:

Paine- I'm probably going to get hit in the face for that last one, but I truly loved her in FFX-2. Powerful and obviously a damage dealer.

and

Tifa- DAMAGE DEALER. Her Limit Break made for awesomeness and a lot of foul, explicit language coming from my mouth. In Advent Children, she SO pwned Loz.