Last time I played the game I finished off with:

Bartz - Blue Mage/Time Mage (a lot of the game I had him as a Bard or a Hunter too)
Lenna - White Mage/Chemist (pretty standard throughout, I beefed up her healing abilities right from the start and gave her some black magic here and there and also some Trainer abilities from time to time)
Krile - Sorcerer/Ninja (wanted a balanced damage dealer, both magic and physical)
Faris - Samurai/Summoner (straight up tank character, summoning thrown in for character appropriateness (Syldra))

I like going with unconventional parties. My favourite FF games are the ones that let me just play around with party make-up to my heart's content.