Get creative with Ability/Magic spheres and Kimahri can be king with his seemingly limitless mp. Mug and Hastega are recommended.
Anywho I used to switch everyone in and out all the time, but now I don't really bother anymore. I use whoever gets the job done which usually means everyone gets screen time because of monsters' unique weaknesses.
I always start with Tidus/Rikku/Yuna however, since having the quickest chars in your party when the battle starts is basically free "First Strike" ability. Ambushes excluded.