The way I see it, the game is split into three parts, with three of the characters taking center stage.
The first part is with Terra and follows her from the beginning to the battle of Narshe (with the exception of the "choose a scenario" segment). During this time, Teraa questions her existance and tries to learn what it means to be human.
After Terra turns into an Esper and flies away, Locke decides to look for her in order to keep his earlier promise. During this time frame, we learn about Locke's past and his quest for atonement. We also observe his growing relationship with Celes, both before and after Locke finally finds Terra. Of course, Locke's predominance in the plot doesn't last for the rest of the WoB arc, but it's safe to say he was prominent in the plot for the majority.
And finally, in the WoR, Celes sets out and reunites the group for the fight against Kefka. While the WoR maintains ambiguity on the identity of a dominant role, Celes is the character you start out with, which points her to being the leading lady in the third act.
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