By party member I mean with the group. Not 'choose your party', though it is true that FFVI is the first game you can choose your party! (not counting 'choosing your jobs' at the start of FFI)

FFI - all 4 characters are with you throughout the game
FFII - Frioniel, Guy, Maria always with you
FFIII - all 4 characters in the NES version, Luneth in the DS version
FFIV - Cecil
FFV - Bartz
FFVI - no one!
FFVII - you lose Cloud when he goes crazy
FFVIII - party splits sometimes, and also the flashbacks with Laguna
FFIX - you are Vivi solo during the first sequence, other instances
FFX - Tidus never leaves (unfortunately)
FFXI - pretty obvious you are always you!
FFXII - Vaan never leaves (though he adds nothing to the plot)
FFXIII - party changes constantly (whenever the scene changes, since this is just one big movie)