I think I went with Celes, Edgar, Sabin and Cyan at the end, but I forgot exactly ... Edgar for his Tools, Sabin for his Blitz (both can be used infinitely and are stronger than normal attacks), Celes because ... uh, I just got used to her in the World of Ruin ... and Cyan because he's cool? o_O

But it always worked well enough for me, even though other characters do have their good things too ...