Impa is awesome. I've unlocked both of her second tier weapons (just got a five star Biggoron's Knife), and I love them both. The Naginata has the best special attack in the game (at least, so far).

My favorite weapon for Link is actually the Gauntlets. The combos are so much fun, and have such a huge range. But I do like all of his options. I probably use the combos for the Magic Rod more often than any other weapon.

I just unlocked Ruto (I revisit Adventure Mode after every story mission to see what I can unlock), but I haven't tried her yet.