Like Zora said, Sentinels are very situational. You rarely need to use them, but when you do they make certain fights a cakewalk. Prime example is (SPOILER)Cid. First few attempts he kicked my ass, but once I used a sentinel it was like "lol, this is easy."

Lightning is an amazing sentinel because of her elude ability. Unlike other sentinels who need a steady stream of heals to keep alive, Lightning avoids most attacks so she rarely ever needs healing. Leaves me free to pound away with com/rav or rav/rav all I want.

Sazh has two guns, but they hit for half of what normal characters' attacks do. So he does the same amount of damage as anyone else given that they have the same stats. That's the problem with Sazh: his stats are awful. Magic is his strongest, but his crystarium is so diluted with strength nodes that he just becomes useless once Hope learns offensive buffs. He's like Lightning in that his str and magic are balanced, but they're only like half as good as hers.